Ultimate Algorithmic Trading System

end;
If virtmp[1] = 1 then tradeProfit
= virtBuyPrice - virtSellPrice;
If tradeProfit < 0 then lastTradeLoser
= true;
if debug then print(" Short @ ",
myFillPrice, " trade Profit" , tradeProfit);
end;
end;
if debug then print("End of Virtual Module : virTmp
= ",virTmp," ",lastTradeLoser);
for iCnt = 0 to numPyraMids-1
begin
if lastTradeLoser then
begin
if mp <> -1 and currentContracts = iCnt
* lotSize then
begin
buyPrice = hh20 + iCnt * N/2;
end;
if mp <> 1 and currentContracts = iCnt
* lotSize then
begin
sellPrice = ll20 - iCnt * N/2;
end;
virTmp = 0;
end;
if lastTradeLoser = false then
begin
if mp <> -1 and currentContracts = iCnt * lotSize then
begin
buyPrice = hh55 + iCnt * N/2;
end;
if mp <> 1 and currentContracts = iCnt * lotSize then
begin
sellPrice = ll55 - iCnt * N/2;
end;
virTmp = 0;
end;
end;
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TRADESTATION AND EASYLANGUAGE
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