Description Usage Arguments Details Author(s)
Internal Function That Calculates a Incr Profit Given a Specific Incr Size
1 | IncrCapture(TickCount, slippage = 0)
|
TickCount |
A tick count series. |
slippage |
Optional factor that penalizes the assumption of perfect execution by a percentage of the increment |
This calculation is very crude as it assumes all increments can be held forever and there is no puke point.
Nicholas Dregne
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