Can someone fix my profit target !? Would be greatful

Discussion in 'Strategy Building' started by maxoptions, Nov 8, 2021.

  1. ph1l

    ph1l

    The math is just addition, subtraction, multiplication, and division.

    The code I posted is standard perl. The logic in pseudocode is:
    Code:
    for loss_value_as_percent_of_target in 0%, 10%, 20%, ... 400%    # guessing potential losses are percents of the profit target
    do
        max_profit = -999999999     # value lower than maximum possible loss
        max_profit_target = undefined
        max_profit_win_count = undefined
        for each potential_optimal_target in 8, 9, 10, ... 98       # i.e., from the smallest through largest "maximum profit per trade" value from post #1 of this thread
        do
            profit = 0
            win_count = 0
            for each target in 17, 34, 51, ... 33, 98, 15       # these are the "maximum profit per trade" values from post #1 of this thread
            do
                if target >= potential_optimal_target
                then
                    add target to profit
                    increment win_count
                else
                    subtract loss_value_as_percent_of_target * potential_optimal_target from profit
                endif
            done
    
            if profit > max_profit
            then
                max_profit = profit
                max_profit_target = potential_optimal_target
                max_profit_win_count = win_count
            endif
        done
    
        mean_profit = max_profit / number_of_targets
        win_percent = max_profit_win_count / number_of_targets * 100
        print loss_value_as_percent_of_target, max_profit_target, max_profit, mean_profit, win_percent
    done
    
     
    #11     Nov 9, 2021