PureBytes Links
Trading Reference Links
|
>I need to be able to calculate the maximum drawdown in points during the
>running of a strategy. To do this I need a function to calculate the
>win/loss in points on the last trade. Does anybody know how to do this?
Use PositionProfit.
PositionProfit(0) gives you the profit or loss on the current trade.
PositionProfit(1) gives you the profit or loss on the previous trade.
You can divide this number by BigPointValue to get the profit in points.
I have learned that PositionProfit is broken in TS 7.0 but may be fixed
in 7.1.
--
,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
// +__> Director of Research and Development
// \
// __) Unicorn Research Corporation -- http://unicorn.us.com
|