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PureBytes Links
Trading Reference Links
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Divide the previous data into n segments and see the
performance of a trading system per segment.
For IB, set scaling to *Automatic and follow the performance
for each period.
For AA, explore the current stock for the n=1 last
quotations.
In the results list you will have the final Equitys per
segment.
// Historical Performance per
period
SetOption ("NoDefaultColumns"
,True);AddTextColumn(Name(),"Name");Buy=Cross(StochD(),30);Sell=Cross(StochD(),80);begin=50;//
the starting bar of the testbars=100;// the segment
lengthnmax=floor(LastValue(Cum(1))/bars);for(n=0;n<nmax;n=n+1){start=Cum(1)==begin+n*bars;end=Cum(1)==begin+(n+1)*bars;from=LastValue(ValueWhen(start,DateNum()));to=LastValue(ValueWhen(end,DateNum()));Buy=Cross(StochD(),30);Sell=Cross(StochD(),80)
;// The trading
rulese=Equity(1,3,from,to);Plot(e,"\n["+WriteVal(n,1.0)+"]=",n+1,1);AddColumn(e,"["+WriteVal(n,1.0)+"]");}Filter=1;
Dimitris Tsokakis
Yahoo! Groups Sponsor
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