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You would need to do the risk management within the custom backtest
coding. There is no other way to base values on portfolio equity
There are examples available (see Ab knowledge base etc) in this and a
guide written by a member of this group for advanced backtest code
available I think in the files section of yahoo group?
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 12/07/07, Trinolix Derry <trinolix@xxxxxxxxx> wrote:
> Hello,
>
> i have got no reply so i am wondering how you manage the trade risk ?
>
> The real risk always depends on current contracts, current equity and
> stop distance, therefore there is no easy way just as placing any
> trailing stop.
>
> Can't anyone help ?
>
>
>
> 2007/7/11, Trinolix Derry <trinolix@xxxxxxxxx>:
> > Hello,
> >
> > Can someone please tell me how to implement a simple risk management
> > for futures ?
> >
> > Compared to the AmiBroker Rebalance example which is position size
> > based, i want to use the risk amount to make rebalancing or simple
> > scale out's.
> > Basically whenever current trade risk is > 4% of current equity it
> > should scale out to get the risk below 4%.
> >
> > I wasn't able to write the code successfully, see one of my previous posts.
> > However a risk management is so important and really everyone who
> > want's to develope a serious trading system need it. So i assume that
> > anyone found the solution.
> > Otherwise Tomasz: Can you please provide a example to the KB site ?
> >
> >
> > Risk management is one of the keys to success.
> > I really appreciate every help !
> >
> > --
> > Regards
> >
>
>
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