Profit (loss) intermediate

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06/06/2019 at 2:17 PM #100044 quote
Be-n
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Hello everyone !

A small diagram is better than a long speech! 😉 Here is this diagram attached. I increment a loop that I reset to 0 according to the conditions. Inside each loop, I take positions.

I would like to determine my profit (or loss) for each loop (profit 1, profit 2, profit 3 …). I’m struggling. Could you enlighten me?

Thank you for your help !!
```
FOR i = 0 to firstloop DO

profitintermediate = strategyprofit [0] -strategyprofit [i]

NEXT
```
Without conviction …

profitintermediate-min.jpg
06/06/2019 at 3:18 PM #100047 quote

robertogozzi
Moderator

Master

Firstly you must know when each group starts and ends, otherwise it’s impossible to determine.

Secondly, once you know that one group start, say 60 bars ago, and ends 35 bars ago, then you don’t need a FOR…NEXT loop, simply compute the difference between STRATEGYPROFIT[35] and STRATEGYPROFIT[60].

What are those numbers on the paper, 0…8, then 0 again (why again?)…3, and so on? Bars are numbered sequentially from 0 to the current one which ca be number 63856, there is no other bar identified by 0 than the very first one!

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09/25/2019 at 4:49 PM #108456 quote

Be-n
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Thx for all robertogozzi ! 😉 I will post my solution soon !
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Profit (loss) intermediate

ProOrder: Automated Strategies & Backtesting

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Be-n @be-n Participant

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This topic contains 2 replies,
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Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	06/06/2019
Status:	Active
Attachments:	1 files

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