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

Re: Position size strategies



PureBytes Links

Trading Reference Links

Dans un courrier daté du 04/11/98 12:35:52 Heure d12iver Pari52 Madrid,
UWKaestner@xxxxxxxxxxx a écrit :

> 
>  I used your hint in a system:
>  
>  Vars: ce(0);    {closed equity}
>  
>  ce=GrossProfit+GrossLoss;
>  
>  if ce<>ce[1] then 
>  begin 
>     if ce<ce[1]
>     then NoContracts=1
>     else NoContracts=2;
>  end;
>  
>  
>  This code is LATE one bar, too !
>  (Regarding the function I_ClosedEquity in indicators.)
>  Unfortunately this isn´t  the solution.
>  
>  Regards,
>  Ulrich
>  
>  

The code is right in time when used in a system, because closed equity change
is know
 the next bar after the exit signal, (you wait  if ce<ce[1] to check it).

You may want to use marketposition instead, but in any case you must wait the
completion of the considered bar to change the Contract status, this
information being unavailable before.

Sincerely,

Pierre Orphelin