|
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,
as per definition ! ;-)
> because closed equity change is know the next bar after the exit signal,
> (you wait if ce<ce[1] to check it).
That´s the point ! ...and my problem.
> 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.
That´s what I feared.
Actually there is no way to code the simple task ("trade the half size after a
loss") in Easy Language.
(Without
- changing to a shorter time frame,
- using DLLs,
- testing all the entry- and exit-conditions to evaluate if the system is long,
short or flat yet and calculate the position profit/-loss,
- writing data to a file an using it from the system (works only for backtesting).
...and including an other cause of the fault.
Please drop a few (EL-) lines if I am wrong. Maybe other people are interested in
the solution of this sort of problems, too.
> Sincerely,
>
> Pierre Orphelin
Pierre Orphelin, thanks a lot for your help and patience.
Ciao,
Ulrich
|