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Date/Time: Fri, 27 Dec 2024 17:06:20 +0000



Post From: issue with s_SCPositionData::MaximumOpenPositionLoss

[2016-03-21 19:45:20]
T29_Dev1 - Posts: 22
Thanks for your answer, just noticed that I read description for s_ACSTradeStatistics::MaximumOpenPositionLoss and didn't see a comment about reset, my mistake.

about "MaximumOpenPositionLoss -50.000000, MaximumOpenPositionProfit 50.000000" - I think it was too big speed of replay and there should be something like "MaximumOpenPositionLoss 0.000000, MaximumOpenPositionProfit 50.000000" before it.

I can't understand why after partial closing MaximumOpenPositionLoss = -MaximumOpenPositionProfit, and then it can be decreased

this is a log when MaximumOpenPositionLoss is decreasing:

//buy 4 lots
//...
MaximumOpenPositionLoss -50.000000, MaximumOpenPositionProfit 1200.000000
MaximumOpenPositionLoss -50.000000, MaximumOpenPositionProfit 1300.000000
// sell 1 lot
MaximumOpenPositionLoss 0.000000, MaximumOpenPositionProfit 0.000000
MaximumOpenPositionLoss -900.000000, MaximumOpenPositionProfit 975.000000
MaximumOpenPositionLoss -900.000000, MaximumOpenPositionProfit 1012.500000
MaximumOpenPositionLoss -900.000000, MaximumOpenPositionProfit 1050.000000
MaximumOpenPositionLoss -862.500000, MaximumOpenPositionProfit 1050.000000
MaximumOpenPositionLoss -825.000000, MaximumOpenPositionProfit 1050.000000
MaximumOpenPositionLoss -787.500000, MaximumOpenPositionProfit 1050.000000
MaximumOpenPositionLoss -750.000000, MaximumOpenPositionProfit 1050.000000
MaximumOpenPositionLoss -712.500000, MaximumOpenPositionProfit 1050.000000