Lot Size and Portfolio Performance

I used the script the Jrath edited and I have a new source of confusion.

If I change Lots from 1000 to 500, I expected the AR to be fixed. However, the sign on the AR changed from positive to negative. What is the impact of Lot Size on the enterLong/enterShort functions?

I'm guessing that has to be the source of the variance.

Do I need to define each of the parameters in order to get a the expected behavior of AR being fixed by only changing the Lots parameter?

Code:

function run()
{
  Lots = 1000;
  vars Close = series(priceClose());
  vars SMA200 = series(SMA(Close,200));
  vars SMA20 = series(SMA(Close,20));
  vars Price_diff200 = series(abs((*Close - *SMA200)/ (*Close))  * 100.0);
  

  
  if(*Price_diff200 > 2.0)
	  if(SMA20 < SMA200)
		  enterLong();
      else if(SMA20 > SMA200)
			enterShort();
}

Lot Size and Portfolio Performance

Lot Size and Portfolio Performance - 01/15/19 13:47

Re: Lot Size and Portfolio Performance - 01/15/19 13:54