Trading Systems and Money Management : A Guide to Trading and Profiting in Any Market

PosProfit = EntryPrice - Close;

End;

MP = MarketPosition;

TT = TotalTrades;

If TT > TT[1] and MP <> MP[1] Then Begin

If MP[1] = 1 Then

ClosedProfit = ExitPrice(1) - EntryPrice(1);

If MP[1] = -1 Then

ClosedProfit = EntryPrice(1) - ExitPrice(1);

End;

If SteppinIn <> SteppinIn[1] and SteppinIn > 0 Then

RiskValue = RiskCalc;

{7} ExcelMonth = Month(Date);

ExcelDay = DayOfMonth(Date);

ExcelYear = Year(Date);

If ExcelYear >= 100 Then

ExcelYear = 2000 + (ExcelYear - 100);

ExcelDate = NumToStr(ExcelMonth, 0) + "/" + NumToStr(ExcelDay, 0) +

"/" + NumToStr(ExcelYear, 0);

TradeString = ExcelDate + "," + NumToStr(SteppinIn, 4) + "," +

NumToStr(RiskValue, 4) + "," + NumToStr(PosProfit, 4) + "," +

NumToStr(ClosedProfit, 4) + NewLine;

If TradeString <> OldString Then

FileAppend(FileName, TradeString);

OldString = TradeString;

End;

End;

Comments on the Code

Because we already have stepped through a few pieces of code, I will keep the

comments brief.

1. The RiskCalc variable must be added to the system code (preferably adjacent
   to the stops and exits) to calculate the MMP.


2. The variable MoneyExport(True) must be placed on top of the code or even
   as an input. The other variables will only become active when MoneyExport
   is set to True. To speed up the computing time, the program will not run
   through the rest of the code as long as MoneyExport is set to False.

CHAPTER 27 Spreadsheet Development 341