[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: tj's pyramid



PureBytes Links

Trading Reference Links

It seems the backtester takes one entry and one exit
and the profit is calculated for LONG with
((ExitPr/EntryPr1)-1)*Positionsize

if you take adding position
that means 
you'll have multiples
((ExitPr/EntryPr2)-1)*Positionsize
((ExitPr/EntryPr3)-1)*Positionsize

if you want to be right that means you must solve an equation to 
know what would be the right position size at entryPr1 if all the 
adding position have been taken.

Hmmm!

stephane