Equity Curve Trading & Volatlity Position Sizing
Author: Loubarr
Creation Date: 9/29/2015 8:00 PM
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Loubarr

#1

9/29/2015 8:00 PM

Hi ,
I want to stop trading my system when the equity curve drops below its EMA but also to calculate the position size based on volatility. Is there a way to reference the equity curve in my script and use a different pos sizer? I'm sure I've seen it somewhere but now I can't find it.

Thanks
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Eugene

#2

9/30/2015 2:24 AM

Hi,

It's been a FAQ for quite a time. Check this out: How do interact dynamically with the portfolio level equity in WL6? So, the idea is to apply the Volatility PosSizer to your system and use the script-based solution referenced in the FAQ (the last code in the article).

If you need more examples, please feel free to explore questions and answers on related topics. There are many:

Google search our site for "trading equity curve"
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