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You possibly could use the 'positionprofit' function. If it is > 0 then
trade x contracts.
Josh Murakami
President/Founder
Profusion Holdings, L.L.C.
----- Original Message -----
From: <Sethw2@xxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Tuesday, August 19, 2003 10:49 AM
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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