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Thank you for your responses.
I am glad to see that I started a new thread on trading the equity
curve,
but this was not what I wanted.
Trading the equity curve is nothing new. I remember seeing material
going back to the early eighties. But it is frought with danger as
pointed out by others, but it's fascinating.
What I really need is to track each individual trade's profit and loss,
right after it's closed.
My purpose is to create a filter, for example: Buy 1 at market iff
market has moved above (signal + previous loss amount). Or sell 1 at
market if market goes below (signal - previous loss). The idea being
this would create an adaptive filter based on previous RECENT LOSES!
Any opinions on this? Anyone try this?
TS2K has reserved words such as: PositionProfit, ContractProfit,
and NetProfit. How do I use them??????
ANY suggestions would be appreciated.
Zsuzsa
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