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Sid,
That should not be necessary because that's the first thing in the
Equity Line indicator (See Below). The code below also includes the
later thought of ANN%
/* */
//--equity-plot-- do not remove this line
MaxGraph = 10;
GraphZOrder = 1;
GraphXSpace = 20;
GraphYSpace = 10;
BIR = IIf(Status("BarInRange") > 0, 1, 0);
BarEq = Equity(1);
CurEq = Equity();
MaxEq = Highest(CurEq);
FlatEq = IIf(BIR, BarsSince(MaxEq > Ref(MaxEq,-1)),0);
MaxFlat = Highest(FlatEq);
LMaxFlat = LastValue(MaxFlat) * (1 + GraphYSpace / 100);
LogEq = log10(CurEq);
CurDD = IIf(BIR, 100 * (MaxEq - CurEq) / MaxEq, 0);
MaxDD = Highest(CurDD);
LMaxDD = LastValue(MaxDD) * (1 + GraphYSpace / 100);
CumDD = Cum(CurDD);
FirstBar = ValueWhen(ExRem(Buy OR Short, 0), Cum(1));
LastBar = LastValue(ValueWhen(Status("LastBarInRange") > 0, Cum(1)));
TotBars = LastValue(Cum(1));
BarNo = ValueWhen(BIR > 0, Cum(1) - FirstBar + 1);
NoBars = LastValue(BarNo);
Dates = DateNum();
Days = ValueWhen(BIR > 0, IIf(Dates != Ref(Dates,-1), 1, 0));
TotDays = Cum(Days);
BPD = BarNo / TotDays;
CAR = ValueWhen(BIR > 0, 100 * ((CurEq / Ref(CurEq, -(BarNo -
1))) ^ (1 / (BarNo / BPD / 252)) -1));
Ann = ValueWhen(BIR > 0, 100 * ((CurEq / Ref(CurEq, -(252 *
BPD)) - 1)));
MAR = ValueWhen(BIR > 0, CAR / MaxDD);
UI = ValueWhen(BIR > 0, sqrt(CumDD / BarNo));
UPI = (CAR - 5.4) / UI;
TPI = UPI / MaxDD;
bb0 = LastValue(LinRegIntercept(Ref(LogEq, -(TotBars -
LastBar)), NoBars));
mm = LastValue(LinRegSlope(Ref(LogEq, -(TotBars - LastBar)),
NoBars));
yy = mm * BarNo + bb0;
BarsCum = ValueWhen(BIR > 0, Cum(BarNo));
AvgBar = LastValue(BarsCum) / NoBars;
SRDevSQ = ValueWhen(BIR > 0, sqrt(Cum((BarNo - AvgBar) ^ 2)));
ErrEq = LastValue(StdErr(Ref(logEq, -(TotBars - LastBar)),
NoBars));
KRatio = ValueWhen(BIR > 0, mm * SRDevSQ / ErrEq / sqrt(NoBars));
TradeEq = IIf(Sell, (BarEq - ValueWhen(Buy, BarEq)) / ValueWhen(Buy,
BarEq), 0) +
IIf(Cover, (BarEq - ValueWhen(Short, BarEq)) / ValueWhen
(Short, BarEq), 0);
PosEq = Cum(IIf(TradeEq > 0, TradeEq, 0));
NegEq = Cum(IIf(TradeEq < 0, TradeEq, 0));
PosTrade = Cum(TradeEq > 0);
NegTrade = Cum(TradeEq < 0);
AvgPos = PosEq / PosTrade;
AvgNeg = NegEq / NegTrade;
PosPct = PosTrade / (PosTrade + NegTrade);
Expect = (1 + AvgPos / abs(AvgNeg)) * PosPct - 1;
Plot(IIf(BarNo > 0, CAR, -1e10), "CAR%", colorBrightGreen,
styleNoLine | styleNoLabel);
Plot(IIf(BarNo > 0, Ann, -1e10), "Ann%", colorBrightGreen,
styleNoLine | styleNoLabel);
Plot(IIf(BarNo > 0, -CurDD, -1e10), "CDD%", colorRed,
styleOwnScale | styleHistogram, -LMaxDD, LMaxDD);
Plot(IIf(BarNo > 0, -MaxDD, -1e10), "MDD%", colorDarkRed,
styleOwnScale, -LMaxDD, LMaxDD);
Plot(IIf(BarNo > 0, MAR, -1e10), "MAR", colorBrightGreen,
styleNoLine | styleNoLabel);
Plot(IIf(BarNo > 0, UI, -1e10), "UI", colorYellow,
styleNoLine | styleNoLabel);
//Plot(IIf(BarNo > 0, UPI, -1e10), "UPI", colorGreen,
styleNoLine | styleNoLabel);
//Plot(IIf(BarNo > 0, TPI, -1e10), "TPI", colorGreen,
styleNoLine);
//Plot(IIf(BarNo > 0, Expect, -1e10), "Exp", colorGreen,
styleNoLine);
//Plot(IIf(BarNo > 0, KRatio, -1e10), "KRatio",colorGreen,
styleNoLine | styleNoLabel);
Plot(IIf(BarNo > 0, FlatEq, -1e10), "CF", colorYellow,
styleOwnScale | styleHistogram, -LMaxFlat, LMaxFlat);
Plot(IIf(BarNo > 0, MaxFlat,-1e10), "MF", colorDarkYellow,
styleOwnScale, -LMaxFlat, LMaxFlat);
Plot(IIf(BarNo > 0, yy, -1e10), "LinReg",colorBlue,
styleThick | styleOwnScale | styleNoLabel);
--- In amibroker@xxxxxxxxxxxxxxx, Sidney Kaiser <s9kaiser@xxxx> wrote:
> At 08:04 PM 02/20/2003 -0500, you wrote:
>
> >Fred,
> >
> >I get an error in the "FirstBar = ValueWhen(ExRem(Buy OR Short,
0),
> >Cum(1));" at the OR location....
> >
> >Can you provide assistance
>
> Not Fred, but maybe I can help. That is the error message I got
when the
> AA system results were not communicating with the indicator
module. Check
> to see that you have /* at the bottom of the AA system script.
That
> seems to enable the link between the tester and the indicator code.
>
> Sid
>
>
> ---
> Outgoing mail is certified Virus Free.
> Checked by AVG anti-virus system (http://www.grisoft.com).
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