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This post superscedes all of my previous posts about
my adventures in developing this Exploration using daily EOD data. The
version copied directly below performs exactly as required, thanks to
all of the excellent help that I received from this
board.
This post is a description of the additional report
columns that I am trying to add this Exploration. I will try to
be abundantly clear regarding these additional features, so
you may find a few unnecessary clarifications in the rest of this
email. Hopefully, these additional features will be useful to others
in their Explorations. I have a lot of Exploring to do
on various systems that look promising based on where I am seeing the buy
and sell arrows . Thanks for any additional assistance you can offer . Ron
D
<FONT face=Arial
size=4>==========================================================
I now want to add a few more report columns that will
report the following:
GAINS TO DATE(which is the net positive or negative
amount of gains made up to that date. If the Exploration is run on only one
stock, it would obviously be the gains made on that one stock. If the
exploration is run on all stocks, then it would be the net gain made on all the
stocks, up to that date.)
DATE OF THE ACTUAL PURCHASE ( which is the open price
of the day after the buy signal was received)
DATE OF THE ACTUAL SALE ( which is the open
price of the day after the sell signal was received)
NUMBER OF DAYS IN TRADE(The days to be included
in this count start with the day the purchase was made(day #1) and end with the
day the sale was made(day#final).
<FONT face=Arial
size=4>================================================
This is the version that now works, and pasted below
here is my attempt to add the additional desired features.
FastStoch = StochK(
14 );
SlowStoch = StochD(
14 );
Buy = Cross(
FastStoch, SlowStoch );
Sell = Cross(
SlowStoch, FastStoch );
StochKBuy = ValueWhen(
Buy, FastStoch );
StochKSell = ValueWhen(
Sell, FastStoch );
StochKDiff = StochKSell - StochKBuy;
EPrice = ValueWhen(
Ref(
Buy,-1),
Open );
XPrice = ValueWhen(
Ref(
Sell,-1),
Open );
Rtn = XPrice - EPrice;
PctRtn = Rtn / EPrice * 100<FONT
size=1>;
Filter = C > 1<FONT
size=1> AND C < <FONT color=#ff00ff
size=1>100 AND V > <FONT
color=#ff00ff size=1>100000;
AddColumn( StochKBuy,
"Buy Value", <FONT
color=#ff00ff size=1>1.2 );<FONT color=#0000ff
size=1>
AddColumn( StochKSell, <FONT color=#ff00ff
size=1>"Sell Value", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( StochKDiff, <FONT color=#ff00ff
size=1>"%K Diff", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( EPrice, <FONT color=#ff00ff
size=1>"Entry $", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( XPrice, <FONT color=#ff00ff
size=1>"Exit $", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( Rtn, "$
Rtn", 1.2<FONT
size=1> );
AddColumn( PctRtn, "%
Rtn", 1.2<FONT
size=1> );
<FONT
size=1>======================================================================================================
This is my attempt to add the additional features. I commented
out various additions of mine till this worked, but this commented version does
not show any buy arrows.
FastStoch = StochK(
14 );
SlowStoch = StochD(
14 );
Buy = Cross(
FastStoch, SlowStoch );
Sell = Cross(
SlowStoch, FastStoch );
StochKBuy = ValueWhen(
Buy, FastStoch );
StochKSell = ValueWhen(
Sell, FastStoch );
StochKDiff = StochKSell - StochKBuy;
EPrice = ValueWhen(
Ref(
Buy,-<FONT color=#ff00ff
size=1>1), Open );
XPrice = ValueWhen(
Ref(
Sell,-<FONT color=#ff00ff
size=1>1), Open );<FONT face="Courier New"
size=1>
GainPerTrade = XPrice - EPrice;
PctRtn = GainPerTrade <FONT
size=1>/ EPrice * 100<FONT
size=1>;
GainsToDate =<FONT face="Courier New" color=#0000ff
size=1>Sum(GainPerTrade,<FONT
face="Courier New" color=#0000ff size=1>BarsSince<FONT face="Courier New"
size=1>(GainPerTrade)); <FONT face="Courier New"
color=#008000 size=1>
////////////////////////////////////////////////////////DayOfBuySignal=DateTime(Buy);
////////////////////////////////////////////////////////<FONT
color=#008000 size=1>DayOf<FONT face="Courier New" color=#008000
size=1>SellSignal=DateTime(<FONT
face="Courier New" color=#008000 size=1>Sell<FONT color=#008000
size=1>);
////////////////////////////////////////////////////////<FONT
color=#008000 size=1>DaysBetweenSignals<FONT face="Courier New"
color=#008000 size=1>=<FONT color=#008000
size=1>DateTime(Sell)<FONT face="Courier New" color=#008000
size=1>-DateTime(Buy);
Filter = C > 1<FONT
size=1> AND C < <FONT color=#ff00ff
size=1>100 AND V > <FONT
color=#ff00ff size=1>100000 AND
Buy OR Sell;<FONT
color=#0000ff size=1>
SetOption(<FONT color=#ff00ff
size=1>"NoDefaultColumns", True );<FONT
color=#0000ff size=1>
AddColumn( StochKBuy, <FONT color=#ff00ff
size=1>"Buy Value", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( StochKSell, <FONT color=#ff00ff
size=1>"Sell Value", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( StochKDiff, <FONT color=#ff00ff
size=1>"%K Diff", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( EPrice, <FONT color=#ff00ff
size=1>"Entry $", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( XPrice, <FONT color=#ff00ff
size=1>"Exit $", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( GainPerTrade, <FONT color=#ff00ff
size=1>"$ Rtn", <FONT color=#ff00ff
size=1>1.2 );
AddColumn( PctRtn, "%
Rtn", 1.2<FONT
size=1> );
AddColumn( GainsToDate,<FONT color=#ff00ff
size=1>"$Total", <FONT color=#ff00ff
size=1>1.2 );<FONT face="Courier New"
color=#008000 size=1>
///////////////////////////////////////////<FONT color=#008000
size=1>AddColumn(DaysInTrade, "$ Rtn", 1.2 );<FONT color=#0000ff
size=1>
AddColumn( <FONT color=#0000ff
size=1>IIf( Buy, <FONT color=#ff00ff
size=1>66, 83<FONT
size=1> ), "Signal",
formatChar );
///////////////////////////////////////////<FONT color=#008000
size=1>AddColumn( DayOfBuySignal<FONT face="Courier New" color=#008000
size=1>,"Eday", formatDateTime
);
///////////////////////////////////////////<FONT color=#008000
size=1>AddColumn( DayOfSellSignal, "<FONT face="Courier New"
color=#008000 size=1>Xday", formatDateTime
);
///////////////////////////////////////////<FONT color=#008000
size=1>AddColumn( DaysBetweenSignals<FONT face="Courier New"
color=#008000 size=1>,"<FONT
face="Courier New" color=#008000 size=1>DaysHeld<FONT color=#008000
size=1>", formatDateTime );
<FONT face=Arial
size=5>
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