previous position pips gained or lost

• 06/29/2017 at 12:21 PM #39380
  verygrubby

  Hello all,

  I know about POSITIONPERF, which gives the % performance of the Nth last position, but is there a way of telling how many pips the previous position gained/lost?

  There is TRADEPRICE, which I think is the opening of the previous order, but I want to know the realised result in pips too…

  Thanks,

  Geoff

   

  

  verygrubby

  Participant

  Topics: 20

  Replies: 99

  Been thanked: 21 times
  06/29/2017 at 12:30 PM #39389
  GraHal

  Below or something similar? 🙂

  Abs(Tradeprice[0]-Tradeprice[1])*pipsize

  1	Abs(Tradeprice[0]-Tradeprice[1])*pipsize

   

  

  GraHal

  Participant

  Topics: 221

  Replies: 9097

  Been thanked: 2357 times
  06/29/2017 at 5:01 PM #39427
  verygrubby

  …ah, I thought TRADEPRICE was just the opening level of a position… so TRADEPRICE can be opening or closing?

   

  so your suggestion would be the last closing – the last opening?

   

   

  

  verygrubby

  Participant

  Topics: 20

  Replies: 99

  Been thanked: 21 times
  06/29/2017 at 7:57 PM #39439
  GraHal

  No you are correct … I wasn’t thinking straight! 🙂

  Abs(Open[1]-Close[1])*pipsize

  1	Abs(Open[1]-Close[1])*pipsize

   

   

  

  GraHal

  Participant

  Topics: 221

  Replies: 9097

  Been thanked: 2357 times
  06/30/2017 at 7:38 AM #39448
  verygrubby

  …and that will give the open & close of the previous bars… not the previous executed position…?

   

  tricky isn’t it!

  

  verygrubby

  Participant

  Topics: 20

  Replies: 99

  Been thanked: 21 times
  06/30/2017 at 8:54 AM #39460
  GraHal

  I think you know the answer really! 🙂

  ‘Reverse engineer’ Positionperf to get points change of the last trade and then multiply by pipsize for that instrument.

  I was getting the formula for Positionperf and my PRT has frozen on that screen. 🙁   But anyway it is here … gain/cost.

  https://www.prorealcode.com/documentation/positionperf/

  Does this work?

  PipsLastPos = (Positionperf[1]*TradePrice[1]/Gain)*pipsize

  1	PipsLastPos = (Positionperf[1]*TradePrice[1]/Gain)*pipsize

   

  

  GraHal

  Participant

  Topics: 221

  Replies: 9097

  Been thanked: 2357 times
  06/30/2017 at 9:13 AM #39464
  GraHal

  Nearly … you’d need to multiply TradePrice by Contract value to get Cost.

  Example for a price at 1.2400

  1	PipsLastPos = (0.1*(1.2400*10000)/20)*1

  More later maybe, brain is hurting 🙂 and my granddaughter wants to watch Peppa Pig! 🙂 🙂

  

  GraHal

  Participant

  Topics: 221

  Replies: 9097

  Been thanked: 2357 times
• Author
  Posts