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Hi Bernard,
May I ask a question:
What is
profit = buyprice - sellprice;
Is it the "profit" ?
I supposed that profit is sellprice-buyprice.
Thank you in advance for your reply.
Dimitris Tsokakis
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> 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
> http://www.amibroker.com
> ----- Original Message -----
> From: Bernard Bourée
> To: amibroker@xxxx
> 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
> bernard@xxxx
>
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Service.
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