Download MetaTrader 5

looking for sample code on how to calculate the price BE for a few Buy and Sell orders simultaneously

To add comments, please log in or register
David
78
David  

hi all

I'm looking for sample code,  or an explanation, on how to calculate the price Break Even for a few Buy and Sell orders simultaneously

 

basically this is the scenario

1 Sell order of 1 lot, 1 Buy order 50 pip above the sell order of 1,5 lots at which level i will Reach the break even? 

keep in mind that i could have multiple sell order and multiple buy orders... 

any idea? 

whroeder1
16076
whroeder1  
didjeridoo: 1 Sell order of 1 lot, 1 Buy order 50 pip above the sell order of 1,5 lots at which level i will Reach the break even?
  1. Volume weighted average price. Sum[ OrderLots * (OrderType == OP_BUY ? +1 : -1) * OrderOpenPrice ] / Sum[ OrderLots * (OrderType == OP_BUY ? +1 : -1) ] if denominator is zero, no solution, e.g. buy 1 sell 1, hedging, any price.
  2. BEprice = [1 * (-1) * 1.2345 + 1.5 * (+1) * 1.2395] / [1 *(-1) + 1.5 * (+1)] = 0.62475 / 0.5 = 1.2495.
    profit= -1* DeltaPerlot * (1.2495-1.2345) + 1.5 * DeltaPerlot * (1.2495-1.2395) = DeltaPerlot *[ -1 * 0.0150 + 1.5 * 0.0100 ] = DeltaPerlot * [ -0.015 + 0.015 ] = 0
To add comments, please log in or register