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We may control the columns of an exploration in many
ways.The following CODE1 calculates the final ^VIX Equity for all
parameters k from -1 to 0
and gives one column per parameter value, written on the
caption.
// CODE 1function IIR2( input, f0, f1, f2 ){
result[ 0 ] = input[ 0 ]; result[ 1 ] = input[ 1 ]; for( i
= 2; i < BarCount; i++ ) { result[ i ] = f0 *
input[ i ] + f1 * result[ i - 1 ] +
f2 * result[ i - 2 ]; } return
result;}RED=IIR2( C, 0.2, 1.4, -0.6
);for(k=-1;k<-0.1;k=k+0.1){GREEN=IIR2(C,0.2+0.01*K,1.4-0.01*K,-0.6);Buy=Cross(GREEN,RED);Sell=Cross(RED,GREEN);E1=Equity(1,0);EquityTHRESHOLD=70000;ET=EquityTHRESHOLD;//
if(E1[BarCount-1]>ET) AddColumn(E1,"E1("+WriteVal(K,1.1)+")",1.0);//
AddColumn(E1,"E("+WriteVal(K,1.1)+")",1.0,colorBlack,IIf(E1>ET,colorRed,colorWhite));}Filter=1;
We may paint the columns above some predefined threshold
with
// CODE 2
function IIR2( input, f0, f1, f2 ){ result[ 0 ]
= input[ 0 ]; result[ 1 ] = input[ 1 ]; for( i = 2; i <
BarCount; i++ ) { result[ i ] = f0 * input[ i ]
+ f1 * result[ i - 1 ] + f2 *
result[ i - 2 ]; } return result;}RED=IIR2( C, 0.2,
1.4, -0.6
);for(k=-1;k<-0.1;k=k+0.1){GREEN=IIR2(C,0.2+0.01*K,1.4-0.01*K,-0.6);Buy=Cross(GREEN,RED);Sell=Cross(RED,GREEN);E1=Equity(1,0);EquityTHRESHOLD=70000;ET=EquityTHRESHOLD;<FONT
color=#ff0000>// if(E1[BarCount-1]>ET)//
AddColumn(E1,"E1("+WriteVal(K,1.1)+")",1.0); AddColumn(E1,"E("+WriteVal(K,1.1)+")",1.0,colorBlack,IIf(E1>ET,colorRed,colorWhite));}Filter=1;
and, finally, we may see ONLY the interesting columns
with
// CODE 3
function IIR2( input, f0, f1, f2 ){ result[ 0 ]
= input[ 0 ]; result[ 1 ] = input[ 1 ]; for( i = 2; i <
BarCount; i++ ) { result[ i ] = f0 * input[ i ]
+ f1 * result[ i - 1 ] + f2 *
result[ i - 2 ]; } return result;}RED=IIR2( C, 0.2,
1.4, -0.6
);for(k=-1;k<-0.1;k=k+0.1){GREEN=IIR2(C,0.2+0.01*K,1.4-0.01*K,-0.6);Buy=Cross(GREEN,RED);Sell=Cross(RED,GREEN);E1=Equity(1,0);EquityTHRESHOLD=70000;ET=EquityTHRESHOLD;<FONT
color=#ff0000> if(E1[BarCount-1]>ET<FONT
color=#ff0000>) AddColumn(E1,"E1("+WriteVal(K,1.1)+")",1.0);//
AddColumn(E1,"E("+WriteVal(K,1.1)+")",1.0,colorBlack,IIf(E1>ET,colorRed,colorWhite));}Filter=1;
function IIR2( input, f0, f1, f2 ){ result[ 0 ]
= input[ 0 ]; result[ 1 ] = input[ 1 ]; for( i = 2; i <
BarCount; i++ ) { result[ i ] = f0 * input[ i ]
+ f1 * result[ i - 1 ] + f2 *
result[ i - 2 ]; } return result;}RED=IIR2( C, 0.2,
1.4, -0.6
);for(k=-1;k<-0.1;k=k+0.1){GREEN=IIR2(C,0.2+0.01*K,1.4-0.01*K,-0.6);Buy=Cross(GREEN,RED);Sell=Cross(RED,GREEN);E1=Equity(1,0);EquityTHRESHOLD=70000;ET=EquityTHRESHOLD;<FONT
color=#ff0000> if(E1[BarCount-1]>ET) AddColumn(E1,"E1("+WriteVal(K,1.1)+")",1.0);//
AddColumn(E1,"E("+WriteVal(K,1.1)+")",1.0,colorBlack,IIf(E1>ET,colorRed,colorWhite));}Filter=1;
The changes are in the last bold red Lines 23, 24 and 25, the
rest is exactly the same .
Here is a short description of the code and the technique
:
A RED line is defined with the help of an IIR2.
A GREEN companion line depends on the parameter
k.
The Buy, Sell conditions, the final Equity value and the
column[s] are defined inside a "for" loop.
An "if" statement inside the "for" loop controls the # of
columns.
An "IIF" function controls the color of the interesting
results.
Enjoy the powerful properties of version 4.40 !!
Dimitris Tsokakis
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