Calculate Positive Expectancy

[mgbloomfield]

How would you use the Performance object to calculate Postive Expectancy?

(Average Winning Trade * Winning Percentage) - (Average Losing Trade * Losing Percentage)

[mgbloomfield]

Addition, Substraction and Multiplication do work but Division does not work for me. Why?

private int intWinningTrades = 4;
private int intAllTrades = 10;
private float fltWinningPercent = 0;

protected override void Initialize()
{
....
ClearOutputWindow();
fltWinningPercent = intWinningTrades / intAllTrades; // fltWinningPercent should be 0.40, not 0
CalculateOnBarClose = true;
....
}

protected override void OnBarUpdate()
{
Print ("fltWinningPercent: " + fltWinningPercent.ToString()); // Look at Output window for result
}

In the output window, I get 0, instead of 0.40

[Anagoge]

C# is doing an integer division because both variables on the right hand side are integers. You can cast the int to a float like this to force a floating point division:

fltWinningPercent = (double) intWinningTrades / intAllTrades;

[mgbloomfield]

C# is doing an integer division because both variables on the right hand side are integers. You can cast the int to a float like this to force a floating point division:

fltWinningPercent = (double) intWinningTrades / intAllTrades;

Thanks, that was a "duh" moment for me.

It works now.