Scale Out in a rotational strategy

AFL Programming
1

Hi!

This is my first post so sorry in advance if the question is too noob :slight_smile:

I've been searching the forum but haven't found any information on this issue: How can I scale Out of a position in a Rotational strategy? If I don't have buy or sell signals, how can I do it?

The idea is for example to scale out the profit of a position once it reaches a 50%, and leave the rest until it reaches 50% again or it rotates.

Thank you a lot for your help!

Marc

2

You would need to implement it in custom backtester as shown in the Knowledge Base example: http://www.amibroker.com/kb/2006/03/06/re-balancing-open-positions/