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Equity Breakout

This PosSizer increases or descreases your position size when portfolio equity reaches its N-period high or low, and applies normal trade size in between.

It's possible to separately set the N-bar high and low lookback periods, as well as percentage change to the normal equity size. The percentage change factor for both equity breakouts and breakdowns can be expressed as a positive or negative value, increasing or decreasing the position size, respectively.


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