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thanks for explaining hbEquity, much appreciated.
think I'll pass though (:-)
dave
> 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;
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