Ah, that makes sense. On Thu, May 21, 2009 at 9:48 PM, nonlinear5 <[email protected]>wrote:
> > > 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 -~----------~----~----~----~------~----~------~--~---
