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03/13/2020 at 11:01 AM
#122041
Reason: positionperf is the % gain of postion(n).
Correct myself again … when I use positionperf in the optimiser, I do always convert the fractional part (in my head) to a % to get a better feel for the gain relative to the TF … to gauge if it has reasonable expectancy to deliver on a regular ongoing basis.
Anyyywayyyy … a positionperf = 0.1 when converted to money would be 0.1 x 25600 = £256 (if on DJI at 25600 at £1 per point and lot size = 1).
So how / where the eff does the x 100,000 get into below …
1 |
StratAvgA = StratAvgA + (((PositionPerf(i)*countofposition[i]*100000)*–1)*–1) |