Strategyprofit of points

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01/20/2019 at 12:03 PM #89140 quote

superborstig
Participant

Junior

Hallo Forum,

is ist possible to get the strategyprofit of the points and not of the money? Something like “strategypoints”?

Or how can I programm this?

For Example how can I program the summation of the last close minus the last open? Or maybe the summation of the last “strategyprofit” divided by the last Ordersize?

I hope someone can help me.

Best regards

superborstig

01/21/2019 at 12:15 AM #89186 quote
robertogozzi
Moderator

Master
I think this should do:
```
strategypoints = strategyprofit / pointvalue
```
01/21/2019 at 8:44 AM #89205 quote
Nicolas
Keymaster

Master
The problem is that you don’t consider the leverage used to get the points profit.

Here is a snippet I found:
```
minContract = 1

if(strategyprofit<>strategyprofit[1]) then 
 pnl = strategyprofit-strategyprofit[1]
 size = max(minContract,abs(countofposition[1]))
 onepos = pnl/size
 pointprofit = onepos/pointvalue
 strategyprofitpoint = strategyprofitpoint+pointprofit
endif
```
robertogozzi thanked this post
01/21/2019 at 7:17 PM #89282 quote

superborstig
Participant

Junior

Robertogozzi and Nicolas, thank you for your prompt answers!

Nicolas had the answer I needed.

Thank you both very mutch!
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Strategyprofit of points

ProOrder: Automated Strategies & Backtesting

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superborstig @superborstig Participant

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This topic contains 3 replies,
has 3 voices, and was last updated by superborstig
7 years, 1 month ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	01/20/2019
Status:	Active
Attachments:	No files

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