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Hi Bernard,
There are some small mistakes in your formula,
here comes fixed one:
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 = Cum( IIF( IsEmpty( Profit * sell
), 0, Profit * sell ) );
filter =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.";
Best regards,Tomasz
Janeczko------------------------------------------------AmiBroker -the
comprehensive share manager<A
href="">http://www.amibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Bernard
Bourée
To: <A title=amibroker@xxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, August 12, 2001 9:18
AM
Subject: [amibroker] Exploration
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));
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<A
href="">bernard@xxxxYour
use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
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