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Re: [amibroker] Re: Exploration



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Hi Dimitris
 
I'm ashamed ! Of course I'm looking for the profit 
and so for the price difference !!
 
Thank you very much for your help !
 
 
Bernard Bourée<A 
href="">bernard@xxxx
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
DIMITRIS 
TSOKAKIS 
To: <A title=amibroker@xxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 
Sent: Monday, August 13, 2001 10:01 
AM
Subject: [amibroker] Re: 
Exploration
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 mistakesin 
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>   
----- 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.