Frankly I really do not see any problem to implement 'Kelly's Optimal F' in AFL 
John. Question is of course what you want to do with the result ...

Regards, Ton.

  ----- Original Message ----- 
  From: [EMAIL PROTECTED] 
  To: [email protected] 
  Sent: Thursday, October 18, 2007 4:26 PM
  Subject: [amibroker] Money management schemes


  All,

  This may sound like a dumb question but has anyone implemented money
  management schemes, specifically Optimal F, for AMIBroker? Optimal F is
  sufficiently complex that I doubt it could be coded in AFL so is there a
  way to extend AMIBroker to accomodate such things?

  -- John



   

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