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That's a very good suggestion. I would suggest to add both MAE
(maximum adverse excursion) and MFE (maximum favourable excursion) in
it for trade by trade report.
--- In amibroker@xxxx, "Stephane Carrasset" <nenapacwanfr@xxxx> wrote:
> Tomacz,
>
> You have written in next release that we could have the equity Line
> of a trading strategy
> Do you intend to give us the code in a afl formula of the equity
line
> Equity ( buy,sell,buyprice,sellprice,applystoploss, applystopprofit)
>
> or I must go on to write the code for me.
> My purpose is to calculate Adverse excursion and profitable
excursion
>
> Thanks
> stephane
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