Decision Calculations
Overview of the calculations used by decision recipes to determine position value.
Rate of Return Calculation
Rate of return is always calculated as max profit / max loss for all position types, where max loss is defined as the theoretical risk less any premium received.
% Premium Calculation
The formula for % premium increase/decreased is:
Where change percent is equal to the net change in position value divided by the openPrice of the position, defined as:
The definition for markClose calculations of individual position types can be found here.
Return % Calculation
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