Hey guys,

I'm trying to duplicate Mark Johnson's PGO for TradersStudio - here's the code I have from a Chartscript:
{#OptVar1 30;1;50;1}
{#OptVar2 0;-5;10;1}
{#OptVar3 89;5;150;5}

var Bar, MP, MAlen: integer;
var Avg, PGO, PGOlast: float;
var EntLevel, ExitLevel: float;

EntLevel := #OptVar1/10;
ExitLevel := EntLevel*#OptVar2/10;
MAlen := #OptVar3;

for Bar := MAlen to BarCount() - 1 do
begin
{ SetCommission(50);}
  PGO := (PriceClose(Bar) - SMA(Bar, #Close, MAlen))/EMA(Bar,TrueRangeSeries, MAlen);
  Avg := SMA(Bar, #Close, MAlen);
  MP := MarketPosition;

{ Exit position if PGO crosses zero. This happens when the Close crosses Avg. }

  if (MP > 0) and (PGO < ExitLevel) then
    SellAtMarket( Bar+1, Lastposition, 'LX');
  if (MP < 0) and (PGO > -ExitLevel) then
    CoverAtMarket( Bar+1, LastPosition, 'SX');

{ Enter long/short when PGO goes above 3.0 or below -3.0. }
{ Tell $imulator our exit will be at or near Avg. }

  if (MP <= 0) and (PGO > EntLevel) then
  begin
    buyAtMarket( Bar+1, 'LE');
    SetPositionRiskStop(LastPosition, Avg);
  end;

  if (MP >= 0) and (PGO < -EntLevel) then
  begin
    shortAtMarket( Bar+1, 'SE');
    SetPositionRiskStop(LastPosition, Avg);
  end;

end;

And....position size:

var A, fEquity, VP: float;

VP := 0.02;
fEquity := Equity(BarCount-1);

if (fEquity<100000) or (fEquity>1300000) then A := 1
else if (fEquity>100000) and (fEquity<180000) then A := 1+(fEquity-100000)/80000
else if (fEquity>180000) and (fEquity<600000) then A := 2-0.6*(fEquity-180000)/420000
else if (fEquity>600000) and (fEquity<1300000) then A := 1.4-0.4*(fEquity-600000)/700000;

SetPositionSizeFixed( VP*A*fEquity );

Anybody have any thoughts on doing this in TS?  My main question is the OptVar1-3 at the top of the script - I just don't understand what these do or what their function is.

Any help greatly appreciated....can't wait for v2.5!

Best,

Damian

In more primative products like Wealth Labs you need to have a special version of the system to optimize the code. In products like TradersStudio and TradeStation , the same version your run of the system can be used for optimization

OptVar1-3 at the top of the script

 Sets the range for each variable in the optimization in Wealth Labs.

 

so why are there 4 variables? I would expect there to be two...