OPEN-SOURCE SCRIPT
Trading the Equity Curve Position Sizing Example

"Trading the equity curve" as a risk management method is the process of acting on trade signals depending on whether a system’s performance is indicating the strategy is in a profitable or losing phase.
The point of managing equity curve is to minimize risk in trading when the equity curve is in a downtrend. This strategy has two modes to determine the equity curve downtrend: By creating two simple moving averages of a portfolio's equity curve - a short-term and a longer-term one - and acting on their crossings. If the fast SMA is below the slow SMA, equity downtrend is detected (smafastequity < smaslowequity).
The second method is by using the crossings of equity itself with the longer-period SMA (equity < smasloweequity).
When Trading with the Equity Curve" is active, the position size will be reduced by a specified percentage if the equity is "under water" according to a selected rule. If you're a risk seeker, select "Increase size by %" - for some robust systems, it could help overcome their small drawdowns quicker.
The point of managing equity curve is to minimize risk in trading when the equity curve is in a downtrend. This strategy has two modes to determine the equity curve downtrend: By creating two simple moving averages of a portfolio's equity curve - a short-term and a longer-term one - and acting on their crossings. If the fast SMA is below the slow SMA, equity downtrend is detected (smafastequity < smaslowequity).
The second method is by using the crossings of equity itself with the longer-period SMA (equity < smasloweequity).
When Trading with the Equity Curve" is active, the position size will be reduced by a specified percentage if the equity is "under water" according to a selected rule. If you're a risk seeker, select "Increase size by %" - for some robust systems, it could help overcome their small drawdowns quicker.
开源脚本
本着TradingView的真正精神,此脚本的创建者将其开源,以便交易者可以查看和验证其功能。向作者致敬!虽然您可以免费使用它,但请记住,重新发布代码必须遵守我们的网站规则。
Need seasonals for futures data on NQ, ES, YM, or other commodities. Check out agresticresearch.com.
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
开源脚本
本着TradingView的真正精神,此脚本的创建者将其开源,以便交易者可以查看和验证其功能。向作者致敬!虽然您可以免费使用它,但请记住,重新发布代码必须遵守我们的网站规则。
Need seasonals for futures data on NQ, ES, YM, or other commodities. Check out agresticresearch.com.
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。