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Dans un courrier daté du 03/11/98 17:59:00 Heure d5iver Pari0 Madrid,
UWKaestner@xxxxxxxxxxx a écrit :
> Position size strategies
>
> I want to implement several strategies to calculate the position size for a
> trading system (e.g. "trade the half size after a loss"). So I have to test
> if
> the last trade was a winner or a looser and set the number of contracts to
> trade according the test result.
>
> It is easy to write the strategy with the help of the function I_
> ClosedEquity
> in indicators. (See the example "Indicator: PSStrategies" below.)
> But there seems to be no way to use the function I_ClosedEquity in systems.
> (btw: why ? it can´t be a technical problem !?!)
>
> Do YOU have any suggestion, how to code this task ?
>
Yes!
I_Closed Equity is the same than GrossProfit+GrossLoss when inside a system
GrossProfit+GrossLoss+PositionProfit is the same than I_OpenEquity.
The name have been changed because GrossProfit,GrossLoss; PositionProfit are
system reserved words.
Sincerely,
-Pierre Orphelin
www.sirtrade.com
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