Re: [amibroker] Exploration

[Frank <fesnay@xxxx>]

Bernard -
Check the restating of the cum formula just under your note
Frank
At 09:18 AM 8/12/01 +0200, you wrote: 
Hello
 
I have the following exploration
:
 
buy = cross (macd(), 0);
sell = cross ( 0, macd());
 
buy = exrem( buy, sell);
sell = exrem (sell, buy);
 
position = iif(buy, 1, iif( sell, -1,
0));
buyprice = valuewhen( buy, C, 1);
sellprice = ValueWhen( sell, C, 1);
profit = buyprice - sellprice;
 
PProfit = 100 * Profit / BuyPrice;
CumProfit = Sum( Profit, BarsSince(Profit));
 
CumProfit = Sum(PProfit,BarsSince(Profit));
cumprofit should probably be sum of PProfit, not Profit



filter =buy
or sell;

numcolumns = 6;
column0 = position;
column0Name ="Pos.";
column1= buyprice;
column1Name = "Buy p.";
column2 = sellprice;
column2Name = "Sell P.";
column3 = profit;
column3Name = "Profit";
column4 = PProfit;
column4Name = "Profit%";
column5 = CumProfit;
column5Name = "CumProf.";
Everything is OK except for the CumProfit which give 0.
The idea is to obtain in this column the cumulative profit trade by
trade.

Any idea ?

Bernard Bourée
bernard@xxxx

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