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Having trouble getting the annualized return to equal what FT is
putting out. My math sucks as bad as my programming skills. Any help
appreciated.
/* Points or percent between pointers, when using left pointer only
gives results to end of chart
Sloppy programming, some experimenting going on B is beginning E is
ending V for value */
BV = BeginValue(C);
EV = EndValue(C);
BP = EndValue(C) - BeginValue(C);
//Percent between the poles
BPP = 100*(EndValue(C) - BeginValue(C)) / BeginValue(C);
//Basic information about pointer position
"B. Date" + WriteVal( BeginValue( DateTime() ), formatDateTime );
"E. Date" + WriteVal( EndValue( DateTime() ), formatDateTime );
"B. Pointer:" + WriteVal(BV);
"E. Pointer:" + WriteVal(EV);
"Points BP:" + WriteVal(BP);
"Return BP:" + WriteVal(BPP, format=1.2)+"%";
//Below calculates the Annual Percentage between the poles
Period = EndValue( BarIndex() ) - BeginValue( BarIndex() );
n = ((1/(Period/252))-1);
Annpct = 10*(EndValue(C)/BeginValue(C))^n;
"Ann:" + WriteVal(Annpct)+"%";
"Bars/Days:" + WriteVal(Period);
//FTWay
nb = ((252/Period)-1);
FTway = ((100*((EndValue(C) - BeginValue(C)) / BeginValue(C)))+1)^nb;
"FTway:" + WriteVal(FTway);//"Selected date" + Date();
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