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Seth,
The only way I have found to do what you want is to manually
keep track of the trade yourself with variables. You have a true/false
condition that tells you when you are in a trade and you compare each
high/low price to your stops. When a stop is hit you compare it to what
your entry price would have been. Very unpleasant.
Gabriel
-----Original Message-----
From: Sethw2@xxxxxxx [mailto:Sethw2@xxxxxxx]
Sent: Tuesday, August 19, 2003 10:49 AM
To: omega-list@xxxxxxxxxx
Subject: re: EL question...
I previously asked:
"Is there a way to write a system that only takes the next signal if the
last one is (or would have been) profitable? I don't know how to
reference a trade that would have occurred but didn't b/c the prev trade
was negative...
TIA,
Seth"
Having not heard any responses (from this very responsive, helpful
list), I am guessing it is not a simple thing to do... I had a thought
that might make it simpler, however, my EL skills leave much to be
desired... Would it be possible to adjust the trade size based on the
profitability of the previous trade? i.e. Trade 100 contracts if the
previous trade was profitable, trade 1 contract if the previous trade
was a loser?
Thanks again,
Seth
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