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The
easiest way to determine trade profits is to sample the equity curve as created
by AB. For example:
<FONT face=Arial color=#0000ff
size=2>
//
your system here....(the following code untested)
<FONT face=Arial color=#0000ff
size=2>E=Equity(1);
<FONT face=Arial color=#0000ff
size=2>LongEntryEquity = valuewhen(ref(Buy,-1),E);
<FONT face=Arial color=#0000ff
size=2>LongExitEquity = valuewhen(ref(Sell,-1),E);
<FONT face=Arial color=#0000ff
size=2>LongTradeProfit = valuewhen(ref(sell,-1),
LongExitEquity-LongEntryEquity);
<FONT face=Arial color=#0000ff
size=2>Plot(LongTradeProfit,"LTP",1,1);
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>herman.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Tahoma
size=2>-----Original Message-----From: Werner
[mailto:WKRAG@xxxxxxxxxxx]Sent: Thursday, June 17, 2004 7:06
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Is
there a "Bars Since Entry" Function ?Good
day,I was looking for a "Bars Since Entry" Function, but couldn't find
it. I'd like to test a system that changes the PROFIT STOP level,
depending on how old a trade is: Day 1: 10% Profit StopDay 2:
8%Day 3: 6%and so forth. Exiting after 5 days at Break Even or
Close.Can this be done in AB?Thank
you,WernerCheck AmiBroker web page
at:<A
href="">http://www.amibroker.com/Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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