Strategyprofit negative number

• 01/22/2020 at 9:03 AM #117489
  J.

  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

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  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

  

  J.

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

  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

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  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.

  

  J.

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  01/22/2020 at 10:15 AM #117494
  Nicolas

  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

  1 2	//floating profit floatingprofit = (((close-positionprice)*pointvalue)*countofposition)/pipsize //actual trade gains

   

  2 users thanked author for this post.

  Nobody, J.

  

  Nicolas

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