LiukK

Even if it seems you are still learning the addition and subtraction calculation I respect you opinion. I still think my calculation are right and you havn't prooved me wrong yet. Anyway don't warry about me as a trader, I'm more and more convinced that becoming a serious zulutrader's SP isn't not worthwile on average IMHO. Best regards

belive me I'm definitely not a spammer. In fact it seems strange that noone else had the same doubt...maybe noone looked at it, I don't know..anyway since my calculations seems correct to me I still have the doubt I strongly support that rule too! As long as the calculations are correct...otherwise the very few good SP may decide to stop doing businnes with zulutrade Currently neither of the two, but I was thinking about becoming a SP...first I wanted to know if it's worthwhile though

the total profit for sure, but what about the total monthly PnL? (that was the parameter I was pointing out). To tell the truth I've just checked and the second SP I posted and the total PnL have been updated correctly (fortunatelly I saved a screenshot, proof that I'm not a fool). Stil wrong (IMHO) the first. I'm just trying to understand if my calculations are wrong and, if so, why :\ i don't think we understand eachother as far as I know the total PnL have to be updated with at most 1 day delay, or I'm wrong again? what is the point? I thought people could post here about matter related to the thread object, both good or bad... If I have a doubt and ask information in an indipendent forum like this, and the doubt aren't explained yet (because my math doesn't seem so ridicolous to me, but as I said maybe I'm wrong) what is the problem? Plus is good thing to know for SP, considering that their payment from zulu are decided upon the "total PnL for each month": if positive zulu pays, if negative zulu don't pays... PS. I have absolutely no polemic intent anyway

Ok, let's suppose that the entire trade is referred to January 2013 (and not just the "second part" of the trade) the pips loss is -34.80. Let's add the roll over fee of 0.62$ (as reported in the statement) for a 0.13 lots where 34.8pips correspond to 38.49$ => (34.8*0.62)/38.49 = 0.56 pips rollover fee theoretical total PnL for Jan 2013 = -34.80 - 0.56 = -35.36 pips reported performance of total PnL for Jan 2013 = -69.2 pips 33.84 pips difference for just one trade! (if I'm right obviously) this one for example is even more evident: ZuluTrade - Signal Provider Performance - Scalping Raptor No rollover fee. Just 3 trades. Correct total pips: 8 Reported total PnL: -5.9

-80pips is the difference between entry level minus the first quotation of the new year (and obviously new month, Jan 2013). So practically -80pips (as I understand) had to be calculated in the Dec 2012 total PnL, and consequently 45.2 (80-34.8) in the total PnL for Jan 2013. The roll-over I think are already taken into account (not sure) but anyway doesn't explain this difference. I made this example precisely because here we have just one trade to analyze and so the calculations are much easier to do an to check...but as I said I found these discrepancies in many SP and regarding many trades...so I'm asking if I'm making wrong calculations or I'm missing something..

Hi William, anyway it's just an example, indeed I've seen this apparently wrong calculation in many other SP. The history is in chronological order, so the -34.8 pips trade is the only one done (or better, closed) in Jan 2013, no othe trades to calculate. Moreover that trade since the new year have only recovered the loss, starting from an about -80pips (at the fisrt quotation of the Jan 2th) and ending at -34.8pips = +45.2pips "theoretical" profit for Jan 2013. So I really can't understand hao that calculation have been done

Hi guys I was looking at zulutrade site and signal provider’ performances when jumped out to me a particular that I’m not able to understand and concern some signal provider. I can’t understand how zulutrade calculates the performances… Here following a screenshot showing what I’m referring to precisely: The Total PnL (that stands for Profits and Losses) is calculated this way: sum of all closed positions in a given month + sum of all floating positions in that month. Let’s take as example the current month, January 2013, as we can see from the screenshot there are no current open positions (so floating = 0), the only trade done in 2013 have been closed with a 34.8 pips loss. So why the Total PnL for January 2013 quotes -69.2 pips loss? Have you guys any idea about that? Many thanks.

Onesmith...you're great, I really don't know how to thank you enough... the TS works perfectly now :thumbs up: there are so many things I still don't know and your help have been really invaluable

Hi onesmith, and thank you for the reply! As I said in the first post I’m still a newbie in programming and, honestly, I’m not yet so skilled to understand totally the code you posted. :embarassed: Anyway I tried it but again it wasn’t doing what I’m looking for I write here the full code of this (“simple once coded”) trading system: Inputs: Price(Close), LenA(10), LenB(100), ATRLength(20), NumATRs(1) ; var: mp(0), var0(0), var1(0), var2(0); mp=marketposition*currentshares; var0 = Average(Price, LenA); var1 = Average(Price, LenB); var2 = AvgTrueRange( ATRLength ) * NumATRs; Condition1 = var0>var1; Condition2 = var0<var1; If mp = 0 and Condition1 Then Buy next bar At High + var2 stop; If mp > mp[1] then buy next bar at entryprice + var2 stop; If mp > 0 and Condition2 Then sell next bar at market; Basically I want the TS to open positions perpetually at step of an ATR fraction till the condition to close them is met... like the TS of the Richard Dennis's turtles but with a limitless number of positions. How people can code this?

Hi equatrader and thank you to try to help me Unfortunately this isn’t the problem because it doesn’t opens other positions even if the price go my way and reach the entry price+X points leve and goes even much further... Tradewinds, this is enlightening! I just wanted to buy X points over the last entry so “entry price(1)” would be perfect! So I changed the code this way: If marketposition = 0 and ConditionLong Then Buy next bar At High + 1 point stop; If marketposition > 0 then buy next bar at Entryprice(1) + X points stop; Unfortunately the problem still persisted and the TS opened just the first position. Then I tried to experiment another way: I changed the pyramid filter from a constant number of points (X) to a fraction of the ATR: var1 = AvgTrueRange( ATRLength ) * NumATRs; If marketposition = 0 and ConditionLong Then Buy next bar At High + 1 point stop; If marketposition > 0 then buy next bar at Entryprice(1) + var1 stop; And, surprisingly to me, it worked! But not the way I was looking for, because it opens positions even if the price goes down till the exit condition is met. :crap: I want it to pyramid adding positions only if the price goes in the right direction…precisely every X ATR (or X points) from the last entry price...

Hi EasyTrader_I! and thank you for the answer. Yes, that box is flagged...and still doesn't work. I really can't understand what is wrong with this code...

Hi UrmaBlume and thank you for this detail! However even changing the code I posted before this way: If marketposition * CurrentShares = 0 and ConditionLong Then Buy next bar At High + 1 point stop; If marketposition * CurrentShares > 0 and Close >= entryprice + X then buy next bar at High points stop; the problem still persist. I think I'd need something like a "lastentryprice" word in order to accomplish the code... something like: If marketposition = 0 and ConditionLong Then Buy next bar At High + 1 point stop; If marketposition > 0 and Close >= [color="Red"]lastentryprice[/color] + X then buy next bar at High points stop; I'm sure there is something like this of which I'm not yet aware of :crap: Anybody knows how to help me please?

Hi Tradewinds and thank you for the answer! however unfortunately it doesn't work because it opens just one position... I try to explain pratically what I need: once the first position is entered, say at 100, I want to pyramide it and buy other position every 20 points... so 100, 120, 140, 160...and so on...till the condition to close is met.

Hi all guys I started studying EasyLanguage not long ago and I'm still a newbie. I need a little help about a part of code of the TS I'm developing. I want the TS to open a position at the "ConditionLong" signal, and, once the first position have been opened, I want it to open other positions of the same size and in the same direction every "X" points. I tried to code it but the TS only opens the first position but not the others... here is the code: If marketposition = 0 and ConditionLong Then Buy next bar At High + 1 point stop; If marketposition > 0 then buy next bar at entryprice + X points stop; Thank you in advance for your help