amibroker AFL coding

Completed Posted Jun 12, 2013 Paid on delivery
Completed Paid on delivery

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.

Financial Markets

Project ID: #4618105

About the project

1 proposal Remote project Active Jun 12, 2013

Awarded to:

apfx

Hello Tim.

$166 USD in 3 days
(8 Reviews)
3.5