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[amibroker] Re: Sharpe Ratio??



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Hi Graham !

You're a life saver, I will give it a shot and see what happens, but 
first some hot-chocolate, I'm freezing things off here ...brrr!

Thanks once more .

Kind regards,


Louw  

--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> Prob easier to just say Sell>0
> 
> Cheers,
> Graham
> http://e-wire.net.au/~eb_kavan/
> 
> -----Original Message-----
> From: Graham [mailto:gkavanagh@x...] 
> Sent: Sunday, July 04, 2004 7:35 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Detecting Cause Of Trade EXIT Signal - 
Help !
> 
> I think applystop gives Sell values of 2,3,4 etc
> So just add in Sell==1 or sell==2 etc.
> 
> Cheers,
> Graham
> http://e-wire.net.au/~eb_kavan/
> 
> -----Original Message-----
> From: louwcoetzer [mailto:lcoetzer@x...] 
> Sent: Sunday, July 04, 2004 7:02 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Detecting Cause Of Trade EXIT Signal - Help !
> 
> Hallo there all ;-)
> 
> With Graham's help, I managed to detect the Lowest Low value the 
bars 
> made from Entry to Exit using something like this:
> 
> Lows = ValueWhen(Sell,LLV(L,BarsSince(Buy)));
> 
> The problem I now have to deal with is that this only catches 
trades 
> that were opened and closed by the BUY & SELL functions.  How do I 
> also detect the ones that were closed due to the triggering of the 
> APPLYSTOP function ???
> 
> Thanks in advance !
> 
> Kind regards,
> 
> Louw
> 
> 
> 
> 
> 
> Check AmiBroker web page at:
> http://www.amibroker.com/
> 
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
> Yahoo! Groups Links
> 
> 
> 
>  
> 
> 
> 
> 
> Check AmiBroker web page at:
> http://www.amibroker.com/
> 
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
> Yahoo! Groups Links



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