RE: [amibroker] How to tag losers/winners, anyone?

["Herman van den Bergen" <psytek@xxxxxxxx>]

You can calculate trade profits with:

e = equity(1);
LongProfit = e - valuewhen(Buy, e); // Remember to consider trade delays...

if this is positive you have a winning trade, you can count winning trades
with

WinningTrades = Cum( (LongProfit > 0) and Buy ); // AND with Buy to get a
single bar boolean

You can count winning trades per n-days with something like this

WinPerWeek = sum( (LongProfit > 0, n ) and Buy );

The above code is not tested but will hopefully get you started,
best regards,
herman.


  -----Original Message-----
  From: quexos0 [mailto:quexos0@xxxxxxxxxxxx]
  Sent: Thursday, October 21, 2004 3:42 AM
  To: amibroker@xxxxxxxxxxxxxxx
  Subject: [amibroker] How to tag losers/winners, anyone?



  So, is there an amibroker code to tag losers/winners?

  Or do I have to go one big round by examining whether the last
  sell/cover price was higher/lower than the corresponding buy/sell
  price?

  --- In amibroker@xxxxxxxxxxxxxxx, "quexos0" <quexos0@xxxx> wrote:
  >
  > How do I code this?
  >
  > Say I have a system that generates 5-10 whipsaw losers within 40%
  of
  > the weeks I backtested on.
  > I want to limit my losses during those weeks, thus I want the
  system
  > to stop taking any further signals after x losers occurred within
  > the week.
  >
  > The maintain query is:
  >
  > How do I tag a trade as winner/loser? Does amibroker auto-analysis
  > have the ability to recognise previous trades as losers so I can
  > code something like "if 3 losers occur in this week, stop trading".
  >
  > Thanks a lot, this list have been of great help to me learning
  > amibroker.





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