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Hi,
I trying a new equity line that Ken has post it long time
ago. And now my system tester considers this code when testing.
The signal arrows are ok but the
results are not. Does not consider trades.
Can anyone help me on
this?
thxs
J
Code from
Ken follows://Filter = 1;Eq=Equity();Per = 252;Per2 =
40;Cdd = (HHV(Eq,Per2) - Eq)/HHV(Eq,Per2);MaxCdd =
HHV(Cdd,252)*100;R2 = (Sum(Cdd*Cdd,Per))/Per;UI = 100*sqrt(R2);Gain
= Eq/Ref(Eq,-Per);ANN = 100 * ((Gain^(252/Per)) - 1);UPI = (ANN -
0.054)/UI;AddColumn(MaxCdd,"MaxCdd",1.2);AddColumn(ANN,"ANN",1.2);AddColumn(UPI,"UPI",1.3);AddColumn(ANN/MaxCdd,"ANN/dd",1.3);
Now in my equity line
<FONT
size=2> <FONT
face="Times New Roman" color=#000000>/**///--equity-plot-- do not remove
this lineMaxGraph=0;GraphXSpace=5;GraphZOrder=1;Plot(
Equity( 0, -2 ), "Equity", -8, styleArea );/* now buy and hold
simulation
*/Short=Cover=0;Buy=Status("firstbarintest");Sell=Status("lastbarintest");SetTradeDelays(0,0,0,0);
PositionSize =
-100;ApplyStop(0,0,0,0);ApplyStop(1,0,0,0);ApplyStop(2,0,0,0);Plot(
Equity( 0, -2 ), "Buy&Hold", -9
);
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