Increasing risk % with growing equity

Modified on 2010/02/24 15:55 by Eugene — Categorized as: PosSizers

This PosSizer is based on a Simuscript created by Robert Sucher. It gradually increases % risk with growing equity.

To be able to use the PosSizer, you must employ RiskStopLevel in your Strategy (see the QuickRef description for an example).

The percent risk fluctuates between some minimum and maximum allowed thresholds, being incremented by a fraction of percent on every equity increase greater than some dollar-based "delta".

Additionally, if the strategy equity drops some percentage below the starting capital value, the risk % stops increasing - great for capital preservation in a suffering system.