Use GetPercentProfit() during system execution

Hi. I'm trying to calculate position size using the following values:
Risk %
Last Close
Last GetPercentProfit()

The math is fairly simple, but I see no way how I can use the GetPercentProfit() in the normal signal execution nor can I use the last Close price in the CBT - so I'm stuck.

Anyone here that can guide me on this challenge?


If you are using a mid or low level CBT, you can do something like this:

for (openPos=bo.GetFirstOpenPos(); openPos; openPos=bo.GetNextOpenPos())
	pClose = openPos.GetPrice(bar,"C");
	currPosSize = openPos.Shares * pClose;
        // Your stuff here

In this example, it is assumed that bar is the name of the variable controlling the primary for loop in your CBT.

If you don't need to loop through all open positions, you could use

openPos = bo.FindOpenPos(symbol);

instead of the GetFirstOpenPos() / GetNextOpenPos() loop.

1 Like

Thanks for the reply. Still busy working on this. Will reply with feedback.