amibroker AFL coding
Completed
Posted
Jun 12, 2013
Paid on delivery
$30-250 USD
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.
Project ID: #4618105
About the project
1 proposal
Remote project
Active Jun 12, 2013
Awarded to:
$166 USD in 3 days
(8 Reviews)
3.5