Is there a way to accurately use the optimizer on the code below?
if (Close[0] >= Position.AveragePrice + (ProfitMark * TickSize) && Position.Quantity == OrderQuantity && Position.MarketPosition == MarketPosition.Long)
{
ExitLong(OrderQuantity/2);
}
As you cans see in the attached picture 5 different variables give the same net/gross profit results. The variable is a "take profit" mark in Ticks.
The strategy is coded for "OnEachTick", however I don't have it checked off on the optimizer.
Do I need to run the optimizer on tick replay? I coded using Position.GetUnrealizedProfitLoss(PerformanceUnit unit, [double price]) and I think it had the same results.
Thanks,
Evan
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