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Hermann,
theorical you have
buy=..;
sell=...;
short=...;
cover=...;
built the equity , apply the "trend indicator" of your equity.
AND, in real life, that means that you'll take only Long position if
the equity is bull & Short position if your equity is bear
How is the new equity in this case??
stephane
> If you want to try your hand at Equity Feedback, ie. reverse you
system's
> signals when your feedback system tells you to do so; you can try
putting an
> SAR on your Equity. However the SAR requires OHLC prices, so you'll
have to
> make some changes:
>
> // Your system up here
> E = Equity();
> Plot(E,"Equity",1,1);
> Open=E;
> High=E;
> Low=E;
> Close=E;
> Plot(SAR(),"SAR",4,1);
>
> Attached a capture that shows what this looks like for the standard
SAR. Of
> course you have to optimize the SAR arguments and, perhaps, you
want to make
> some other changes to the standard SAR formula as it was posted
before in VB
> and J scripts.
>
> Best regards,
> Herman.
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