Capital does not change with trades being closed?

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Capital does not change with trades being closed? #468269 09/27/17 16:01 09/27/17 16:01
Joined: Sep 2017 Posts: 235 H Hredot OP Member
Hredot OP Member H Joined: Sep 2017 Posts: 235	I put Code: if(is(INITRUN)) { Capital = 5000; // starting capital } at the top of my run() routine. The strategy then performs trades and closes trades with profits and losses. But for some reason the Capital and CapitalClosed variables do not get updated properly: While CapitalClosed registers some loss at the beginning it then just stops registering the other trade results. And Capital just never gets updated. Am I doing something wrong? Should I include more commands to make these quantities properly track the current state of affairs? Thanks for any suggestion! Last edited by Hredot; 09/27/17 16:06.

Re: Capital does not change with trades being closed? [Re: Hredot] #468271 09/27/17 17:54 09/27/17 17:54
Joined: Feb 2017 Posts: 1,725 Chicago AndrewAMD Serious User
AndrewAMD Serious User Joined: Feb 2017 Posts: 1,725 Chicago	You are reading input values and expecting an output. You don't even need to say if(is(INITRUN)) - it makes no difference. Here's how to get it done: Code: plot("Sim Balance",(Capital + WinTotal - LossTotal),NEW,RED); Bon app�tit. Last edited by AndrewAMD; 09/27/17 18:44. www.vitaltrades.com - andrew@vitaltrades.com

Re: Capital does not change with trades being closed? [Re: AndrewAMD] #468273 09/27/17 20:28 09/27/17 20:28
Joined: Sep 2017 Posts: 235 H Hredot OP Member
Hredot OP Member H Joined: Sep 2017 Posts: 235	Oh... Thanks for the answer, but now I am a bit confused. In the portfolio management section of the tutorial the variables Capital and ProfitClosed are used to determine how much to reinvest at any given time. If these variables are actually supposed to be input only and therefore always constant, how to reconcile this with the tutorial?

Re: Capital does not change with trades being closed? [Re: Hredot] #468274
09/27/17 20:40 09/27/17 20:40

Joined: Feb 2017
Posts: 1,725
Chicago

AndrewAMD

Serious User

AndrewAMD

Serious User

Joined: Feb 2017
Posts: 1,725
Chicago

In the opening post, you said "CapitalClosed". I don't think this is a real variable.

Capital is an input.

And here's a really good code snippet:

Code:

// reinvest the square root of your portfolio component profits, separately for long and short trades
if(GoLong) 
  Margin = OptimalFLong * Capital * sqrt(1 + (WinLong-LossLong)/Capital);else
  Margin = OptimalFShort * Capital * sqrt(1 + (WinShort-LossShort)/Capital); 
// reinvest the square root of your portfolio component profits
Margin = OptimalFLong * Capital * sqrt(1 + ProfitClosed/Capital); 
// reinvest the square root of your total profits
Margin = OptimalFLong * Capital * sqrt(1 + (WinTotal-LossTotal)/Capital);

Source: http://www.zorro-trader.com/manual/en/optimalf.htm

www.vitaltrades.com - andrew@vitaltrades.com

Re: Capital does not change with trades being closed? [Re: AndrewAMD] #468275 09/27/17 21:12 09/27/17 21:12
Joined: Sep 2017 Posts: 235 H Hredot OP Member
Hredot OP Member H Joined: Sep 2017 Posts: 235	Oh, I typed it wrong in the forum, but I meant profitClosed, sorry about that. Indeed, that code snippet is what I was looking for, thanks for pointing it out! Last edited by Hredot; 09/27/17 21:13.

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