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I commented on the T3 in my earlier email.
The hbEquity() is a dated experimental function for reversal systems (uses
only two signals), it has a feedback bit that can reverse the current trade.
The idea was/is to monitor your equity and when it starts to drop reverses
all your trades so that losers become winners. This is an advanced concept
that to my knowledge has not been successfuly implemented by anybody on this
list. The prototype returns various values and looks like this:
// HBEquity() DLL AFL Demo - Part I
// 24 May, 2002 - Herman van den Bergen
// >>>>>>>> USE AT YOUR OWN RISK <<<<<<<<<
// HBEquity(TradePrice, BuySignal, ShortSignal, Feedback, Flag)
// This function is designed for reversal systems
// Trade Delay is fixed at one day
// EquityFeedback:
// 1 is normal trading
// 0 no equity change: cash
// -1 will reverse all positions daily
// Flags:
// 0 - Return Daily Equity (default)
// 1 - Return Trade Equity
// 2 - Trade profits
// 3 - Number of shares outstanding
// 4 - TradePriceIncrease
// 5 - Percent Trade Profit
// 6 - Trade Number
BarsToTest = 6000;
Trade = IIf((Cum(1) > (LastValue(Cum(1)) - BarsToTest)),1,0);
//...
// Your Buy and Sell rules here
//...
Trade=IIf((Cum(1) > (LastValue(Cum(1)) - BarsToTest)),1,0);
Buy=Buy AND Trade;
Sell=Sell AND Trade;
Short = Sell;
Cover=Buy;
HBTP = HBEquity(Open,Buy,Short,1,2); //Trade Profits
HBNS = HBEquity(Open,Buy,Short,1,3); //Number Shares
HBPP = HBEquity(Open,Buy,Short,1,5); //PercentProfit
HBTN = HBEquity(Open,Buy,Short,1,6); //TradeNumber
Plot(HBTP,"TProfits-BLK",1,512);
Plot(HBNS,"#Shares-RED",4,1);
Plot(HBTN,"Trade#-BLU",6,1);
Plot(HBPP,"%Profit-GRN",8,512);
GraphXSpace = 5;
-----Original Message-----
From: Dave Merrill [mailto:dmerrill@xxxxxxx]
Sent: Monday, September 01, 2003 9:23 AM
To: AmiBroker
Subject: [amibroker] Herman van de Bergen's DLLs
could someone tell me a bit about Herman's DLLs, found in his folder in
Files?
- is anyone using HBT3A, and if so, do you find it useful?
- I don't see any docs on hbEquity. are there any? has it been obsoleted by
AB's own Equity() function, or is it different/superior? is anyone using it,
and if so, do you find it useful?
thanks,
Dave Merrill
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