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Re: gain / loss from trades on last bar?



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Tomasz,

> No this is not true. The difference Steve gets comes from the fact 
that
> for open positions EXIT commission is NOT taken.


Ok for the last bar,
the way of calc. of gain ( below) must be right .



> > Tomasz must compute the gain with:
> > Capital* (exitPrc/entryPrc)-2*cost-capital
> > ( I have done a verification on the trade report)


> > for me ( and perhaps others)I prefer to compute the gain with
> > (capital-cost)* (exitPrc/entryPrc)- cost - capital