Compounding buys in trading system
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This code will show you (in the variable window pf ProBacktest), the percentage of your investement compared to the beginning.
The percentage increases when you lose and decreases as you gain. In this case at the end your investment is 83.5% compared to a starting 100%:
DEFPARAM CumulateOrders = false ONCE tp = 50 ONCE MA = 600 ONCE MyCapital = 10000 ONCE LotSize = 1 MyEquity = MyCapital + StrategyProfit MyInvestment = MyCapital / MyEquity if close crosses over average[MA] then buy LotSize Contracts at market set target pprofit tp endif if close crosses under average[MA] then sellshort LotSize contracts at market set target pprofit tp endif graph (MyInvestment * 100) AS "PerCent"
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 12/10/2020 |
| Status: | Active |
| Attachments: | 1 files |
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