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I did this couple of days ago, not fully test yet. hope it might help.
delta = 3000;
if( Status("action") == actionPortfolio){
bo = GetBacktesterObject();
bo.PreProcess();
for(bar = 0; bar < BarCount; bar++){
profitSofar = Max(bo.Equity - bo.InitialEquity, 0); // profit can't
go below 0, a perfect world :)
for(sig = bo.getFirstSignal(bar); sig; sig = bo.getNextSignal(bar)){
// set position size for current signal
sig.posSize = FixRatioPositionSize(delta, profitSofar) *
sig.MarginDeposit;
}
bo.processTradeSignals(bar);
}
bo.postProcess();
} // the end
Eric
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