DeltaInTicks

Description

This formula provides a running total of Delta values expressed in ticks, or points, gained or lost.

While this formula is designed to return a sum of multiple values, it can also be used to convert a single value to ticks.

Formula

DeltaInTicks=begin

  nTotal = 0

  thisVal = NONUM

  for i = 1 to PARAMCOUNT begin

    thisVal = TickCalc($[i], GREEK_DELTA, $[i].qty)

    if thisVal != NONUM then begin

      nTotal = nTotal + thisVal

    end

  end

  retval = Scale(nTotal, THOUSANDTHS)

end

Parameters

The number of arguments in this formula may vary.

The arguments are $n references, i.e.,

DeltaInTicks($1, $2, $3, $4, $5)

Return Value

Delta in ticks

Examples

Comments

NA