The math is just addition, subtraction, multiplication, and division.
The code I posted is standard perl. The logic in pseudocode is:
Code:
for loss_value_as_percent_of_target in 0%, 10%, 20%, ... 400% # guessing potential losses are percents of the profit target
do
max_profit = -999999999 # value lower than maximum possible loss
max_profit_target = undefined
max_profit_win_count = undefined
for each potential_optimal_target in 8, 9, 10, ... 98 # i.e., from the smallest through largest "maximum profit per trade" value from post #1 of this thread
do
profit = 0
win_count = 0
for each target in 17, 34, 51, ... 33, 98, 15 # these are the "maximum profit per trade" values from post #1 of this thread
do
if target >= potential_optimal_target
then
add target to profit
increment win_count
else
subtract loss_value_as_percent_of_target * potential_optimal_target from profit
endif
done
if profit > max_profit
then
max_profit = profit
max_profit_target = potential_optimal_target
max_profit_win_count = win_count
endif
done
mean_profit = max_profit / number_of_targets
win_percent = max_profit_win_count / number_of_targets * 100
print loss_value_as_percent_of_target, max_profit_target, max_profit, mean_profit, win_percent
done