Is this performance chart of this strategy look good?

• 11/01/2024 at 2:28 PM #239876
  WingYip

  may be you may advice the correct code to get the current position size which the latest capital can afford, thanks.

  

  WingYip

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  11/01/2024 at 2:46 PM #239879
  JS

  This is the basic version that I use:

  ONCE Capital = 10000

  ONCE MarginPerc=0.05

  IF StrategyProfit <> 0 THEN

  Equity = Capital + StrategyProfit

  Margin = Close * MarginPerc

  MaxPosSize=Equity/Margin

  EndIf

  

  JS

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  11/01/2024 at 3:52 PM #239881
  robertogozzi

  Instead of:

  once capital=8888 if strategyprofit <> strategyprofit[1] then capital = capital + (strategyprofit - strategyprofit[1]) endif

  1 2 3 4

  once capital=8888 if strategyprofit <> strategyprofit[1] then    capital = capital + (strategyprofit - strategyprofit[1]) endif

  you can write:

  once capital=8888 updatedCapital = capital + strategyprofit

  1 2	once capital=8888 updatedCapital = capital + strategyprofit

  so that you don’t have to do any math with the outcome of the strategy so far.

   

   

   

  

  robertogozzi

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