I first tried to use bsearch algorithm for locating the point where PnL for a complex position (ie. which can have more than 1 leg) becomes about 0, but then learned the hard way that there can be more than one B/E point How best to find such B/E points in an efficient manner with 4 decimals for the spot? Can one still use such a fast algorithm like the bsearch one? Anybody done such a thing?
why? OG question was nonsense. the answer is subtraction. if you're up 5000 then break even is price where you don't have 5000 anymore.
The motivation for this work comes from this case: https://www.elitetrader.com/et/threads/bug-in-options-article-by-fidelity-cboe-from-2013.370179/ Watch the PnL diagram consisting of 2 wonderful bosoms It means there are 2 B/E points: left and right from the current spot (100) :
%% Good thinking\ i was wanting a chart\ prefer a candle chart but a mountain\ valley is ok. STOP out\ or better yet find something better with 50-55% drawdoWns............................\ dont know if they are still in business\ great gain when they were. WEAK= always using leverage, in a public co