> I am modifying JBookTrader for multiple instruments, and have now > wandered into the performance manager section. JBookTrader, for the > purposes of evaluating performance, considers the trade to be over, or > ending, when the "position becomes smaller", i.e. if you are shorting, > a trade has finished when you are shorting fewer shares/contracts/ > etc. However, if it determines that you are going bigger in your bet, > it does not count that as the end of a trade. >
JBT counts the trade as "completed" when the position direction changes from a non-zero value. Examples: >From 0 to 1 -> incomplete trade >From 1 to 2 -> incomplete trade >From 0 to -1 -> incomplete trade >From -1 to -2 -> incomplete trade >From 1 to 0 -> complete trade >From -1 to 0 -> complete trade >From -1 to 1 -> complete trade >From 1 to -1 -> complete trade --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
