Hi, I am trying to work out how to limit portfolio heat to X% of capital in the backtester. Ie the difference between the entry price and the stop price (where the stop price is < entry) expressed as a % of total capital.
I only want to have say 10% of my capital in positions that are below their breakevens, and until that percentage drops below 10% by my risk per trade %, I don't want the back tester to open any new positions. Does anyone have an idea of how to code this into amibroker? Thanks!
