Strategyprofit negative number

Viewing 3 posts - 1 through 3 (of 3 total)

Author

Posts
01/22/2020 at 9:03 AM #117489 quote
J.
Participant

Average
Hello, can strategyprofit be negative?

I’m trying to make my position sizing dynamic based on how much capital I have.
```
STARTINGCAPITAL = x //eg 5000 EUR

SIZE = 2 / STARTINGCAPITAL //size starts with 2

CAPITAL = STARTINGCAPITAL + STRATEGYPROFIT //current capital
AMOUNT = CAPITAL * SIZE //calculate position size
```
I noticed in backtesting that my position sizing won’t go down after having a negative start.

Is there a better way to do this?

Thanks
01/22/2020 at 9:07 AM #117491 quote
J.
Participant

Average
Quick side note: I’m using this to open and close positions, could it be that I first have to give a Sell and Exitshort command for my dynamic sizing to work?
```
IF c1 THEN
 BUY AMOUNT CONTRACT AT MARKET
ENDIF

IF c2 THEN
 SELLSHORT AMOUNT CONTRACT AT MARKET
ENDIF
```
Edit: tested it and it didn’t work either.
01/22/2020 at 10:15 AM #117494 quote
Nicolas
Keymaster

Master
Strategyprofit is updated with positions closed. So you have to close positions in order to use strategyprofit to calculate your new position size.

However you can also use this snippet to compute in real time the floating profit of the open orders at market:
```
//floating profit
floatingprofit = (((close-positionprice)*pointvalue)*countofposition)/pipsize //actual trade gains
```
J. and Nobody thanked this post
Author

Posts

Viewing 3 posts - 1 through 3 (of 3 total)

You must be logged in to reply to this topic.

Login your account

Strategyprofit negative number

ProOrder: Automated Strategies & Backtesting

New Reply

Author

J. @j_slowly Participant

Summary

This topic contains 2 replies,
has 2 voices, and was last updated by Nicolas
6 years, 1 month ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	01/22/2020
Status:	Active
Attachments:	No files

Loading...