RE: function to calculate points made/lost on last trade

["John Holton" <jgh1@xxxxxxxxxxxx>]

thanks for the response. Unfortunately tradestation gets totally confused if
you use pyramiding in a strategy. The wheel really come off when a strategy
enters and exits in the same bar. It's driving me nuts.

john

-----Original Message-----
From: unicorn@xxxxxxxxx [mailto:unicorn@xxxxxxxxx]On Behalf Of Alex
Matulich
Sent: Saturday, May 24, 2003 8:49 PM
To: John Holton
Cc: omega-list@xxxxxxxxxx
Subject: Re: function to calculate points made/lost on last trade


>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