amibroker AFL coding
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Publicado
Jun 12, 2013
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$30-250 USD
Pagado a la entrega
Completado
Pagado a la entrega
I'm looking for AFL code that reduces allocations during drawdown and then reinstates it as equity rises:
Example :
If asset drawdown is 5% then reduce asset allocation by 20%
If asset drawdown is 10% then reduce asset allocation by another 20%
If asset drawdown is 15% then reduce asset allocation by another 20%
Then increase the portfolio allocation back as the asset balance starts increasing again.
Nº del proyecto: #4618105
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Activo Jun 12, 2013
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$166 USD en 3 días
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