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Capital Allocation based on Moving Average position on Instrument

by clonex, 3549 days ago
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This simple script allows you to control the Percentage of Invested Capital that your strategy uses. It is done via the position a defined Instrument with its Moving Average. If the Instrument is above its Moving Average, Percentage of Invested Capital is scaled in to 100%.
If the instrument is below its Moving Average, Percentage of Invested Capital is scaled out to x %.
X is an optimizable variable.

Fields:
MA Period: Period of Moving Average
New Percent to Invest: Percent of Invested Capital if is Instrument below its Moving Average
Instrument: Choose instrument (Example: SPY)
MA: Type of Moving Average (Example: _MaSma, _MaKama)

You can optimize all variables.

Hint: With this script you can control your strategy via its equity line. Save the backtested equity line as a instrument, then put this new instrument into this MM script t (Field: Instrument). This approach can decrease your trading risk.


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Type: Advanced Money Management

Object ID: 1214


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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.