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Thanks
for your post...can you tell me(us) what some of the plot statements stand
for...I know what Ann and CAR stand for but not some of the
others...
<FONT face=Arial color=#0000ff
size=2>
Thank
you,
<FONT face=Arial color=#0000ff
size=2>Nurudin
<FONT face=Tahoma
size=2>-----Original Message-----From: Fred
<fctonetti@xxxxxxxxx> [mailto:fctonetti@xxxxxxxxx]Sent:
Thursday, February 20, 2003 22:39To:
amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: The Watered Down
Semi-Interesting SystemSid,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
lineMaxGraph = 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
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