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We focus on agent-based simulations where a large number of agents move in the space, obeying to some simple rules. Since such kind of simulations are computational intensive, it is challenging, for such a contest, to let the number of agents to grow and to increase the quality of the simulation. A fascinating way to answer to this need is by exploiting parallel architectures. In this paper, we present a novel distributed load balancing schema for a parallel implementation of such simulations. The purpose of such schema is to achieve an high scalability. Our approach to load balancing is designed to be lightweight and totally distributed: the calculations for the balancing take place at each computational step, and influences the successive step. To the best of our knowledge, our approach is the first distributed load balancing schema in this context. We present both the design and the implementation that allowed us to perform a number of experiments, with up-to 1,000,000 agents. Tests show that, in spite of the fact that the load balancing algorithm is local, the workload distribution is balanced while the communication overhead is negligible.