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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

David Samborsky
29th January 2006, 01:20 AM
I will look into this.

Shane Baker
29th January 2006, 10:29 PM
Thanks David

Shane Baker
7th March 2006, 11:12 PM
Hi David

Just wondering if we were making any progress on the variable risk idea?
It would be great if the risk% and potfolio heat were able to be code controlled.

Cheers and thanks

Shane

Amanda T-H
9th March 2006, 11:06 AM
Hi David

I would find this to be an extremely useful function also.

Amanda