Shane Baker
28th January 2006, 02:43 AM
Hi David
I tried to post this in ideas and suggestions but kept getting redirected to the main index.
Could it be possible to create a variable for risk that we could use to simulate a variable risk system
eg
If( XJO>Mov(XJO,30,w), Risk1,Risk2)
So that we can assign a risk % to be allocated if the index (or another reference point) is above its moving average and a different risk if it is below its moving average.
Cheers
Shane
I tried to post this in ideas and suggestions but kept getting redirected to the main index.
Could it be possible to create a variable for risk that we could use to simulate a variable risk system
eg
If( XJO>Mov(XJO,30,w), Risk1,Risk2)
So that we can assign a risk % to be allocated if the index (or another reference point) is above its moving average and a different risk if it is below its moving average.
Cheers
Shane