calculate position-performance

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

  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

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  if pp<-0.15 then sell at market exitshort at market endif

   

  Thank you.

   

  

  Paul

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  03/17/2020 at 1:45 PM #122336
  Paul

  fixed topic can be deleted.

  

  Paul

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

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

  

  Nicolas

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

  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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  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

   

  

  Paul

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