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You'l get better answers than this one but I think what you do is
approximately--
If.(exit condition) then begin
sell at market;
PositionProfit = LastTradePL;
end;
Further in the system you can reference LastTradePL as the previous trade's
performance.
You may also be able to use PositionProfit[1] to reference closed positions.
Gook luck.
----- Original Message -----
From: "Zsuzsa" <zsuzsa@xxxxxxxxxxxxxx>
To: "Omega List" <omega-list@xxxxxxxxxx>; "Code-List"
<code-list@xxxxxxxxxxxxx>; "Gary Fritz" <fritz@xxxxxxxx>; "Marlowe Cassetti"
<marlowec@xxxxxxx>; "Michael Berger" <mberger@xxxxxxxx>; "Jim Johnson"
<jejohn@xxxxxxxxx>; "Larry" <lcmcb@xxxxxxxxxxxxxx>; "Lawrence Price"
<lprice1023@xxxxxxxxxxxxx>
Sent: Friday, September 08, 2000 9:58 PM
Subject: EL Help please (modified)
> 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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