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Stephane,
Basically yes but in fact it is more complicated because cost may
depend on the position size (if commissions are percentage)
and profit is calculated differently for short trades and
differently for points-only mode.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "nenapacwanfr" <nenapacwanfr@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, April 23, 2002 1:04 PM
Subject: [amibroker] Re: gain / loss from trades on last bar?
> 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
>
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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