How to write rules for elder 6% equity loss in afl for backtest procedure?
If from begining of the new month the highest equity drop 6%, all trades must be close for the rest of the month. We are allowed to open position again on the next month
can someone please kindly point out where to look in the amibroker knowledge base or paste the code?
I am sure somebody already write the code and its so easy to do it in amibroker, but still I cant find it....