in code.java, why do the for-loops on lines 867 and 935 start at 1? about code HOT 4 CLOSED

The motivation is that we never want to decascade the initial position. It is closed when the PNL condition is satisfied.

from code.

Do you know whether the PNL takes into account the transaction costs before reaching the target? For example, if commission was $7 plus there was swap fees of $4 would it take these into account if the profit target was $10 ie the total would need to be $21 gross profit to have a net profit for the EA target of $10?

Otherwise if a position is held onto for a long period (under the model some runners could be held onto for months or years) the swap could cause the profit to be eroded or go into negative.
Thanks

from code.

So this is a toy model where the only transaction fees are the spread you pay. But yes, if you hook this up to a specific exchange that charges fees, you would need to factor that in.

Note however that in the "limit orders" version of the algo you don't pay any spread fees:
https://github.com/AntonVonGolub/Code/tree/master/LimitOrders

from code.

from code.