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[amibroker] Re: Sharpe Ratio??



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Thanks Herman, I hadn’t realised equity() did more
than find the current capital.

 



Cheers,
Graham
http://e-wire.net.au/~eb_kavan/ 



<span
>-----Original Message-----
From: Herman van den Bergen
[mailto:psytek@xxxxxxxx] 
Sent: Sunday, July 04, 2004 8:18
PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Detecting
Cause Of Trade EXIT Signal - Help !

<font size=2
face="Times New Roman"> 



<font size=2 color=blue
face=Arial>From a
previous post:





<span
>Stop return values

<span
>Using Equity( 1 )
evaluates stops and writes BACK

<span
>signals to sell/cover
arrays. Equity(1) also removes

<span
>all extra signals.

<span
>Depending on kind of the
stop various values

<span
>are written back to
sell/cover array to enable you

<span
>to distinguish if given
signal was generated by regular

<span
>rule or by stop.

<span
>1 - regular exit

<span
>2 - max. loss

<span
>3 - profit target

<span
>4 - trailing

<span
>5 - ruin stop

<span
>6 - n-bar stop

<span
> 

<span
>h





-----Original Message-----
From: Graham
[mailto:gkavanagh@xxxxxxxxxxxxx]
Sent: Sunday, July 04, 2004 7:53
AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Detecting
Cause Of Trade EXIT Signal - Help !

<font size=2
face="Courier New">Prob easier to just say
Sell>0

Cheers,
Graham
http://e-wire.net.au/~eb_kavan/

-----Original Message-----
From: Graham [mailto:gkavanagh@xxxxxxxxxxxxx] 
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@xxxxxxxxxxxx] 
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





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