calculate position-performance

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03/17/2020 at 1:14 PM #122330 quote
Paul
Participant

Master
Hello,

How do I calculate the position-performance for long & short, from the value I want to use.

I don’t want position-performance to be calculated from the given price of the broker as in code below, but calculated from the “close” value before the market order is executed. This on the dji.

entryprice is defined when a position is opened.
```
if pp<-0.15 then
sell at market
exitshort at market
endif
```
Thank you.
03/17/2020 at 1:45 PM #122336 quote

Paul
Participant

Master

fixed topic can be deleted.

03/17/2020 at 2:39 PM #122346 quote

Nicolas
Keymaster

Master

Would be great to share your solution, that could help someone else in the future!

03/17/2020 at 2:57 PM #122349 quote
Paul
Participant

Master
I was in the need for coffee when I asked. This is what I settled on.
```
if longonmarket then
graph entryprice
ppc=((close-entryprice)/100) //custom
if ppc<-0.2 then
sell at market
endif
endif
if shortonmarket then
graph entryprice
ppc=((entryprice-close)/100) //custom
if ppc<-0.2 then
exitshort at market
endif
endif
```
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calculate position-performance

ProOrder: Automated Strategies & Backtesting

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Author

Paul @micky75d Participant

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This topic contains 3 replies,
has 2 voices, and was last updated by Paul
5 years, 11 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	03/17/2020
Status:	Active
Attachments:	No files

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