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I am trying to filter out some signals using the equity curve but I am
running into problems. I can plot the arrows fine on the equity curve
when to be long and when trades should be sold, but in backtesting
with the same code, no trades occur. Not sure if its running into a
problem because the equity curve hasn't really been generated yet. I
tried the Equity() function as well but I think I used it improperly.
Maybe someone knows of a better way to do this.
//equity
eq = Foreign("~~~EQUITY", "C");
//MA
P = ParamField("Price field",-1);
Periods = Param("Periods", 100, 2, 200, 1, 10 );
//buy requirements
buy = (Cross(eq,MA(P,Periods)) AND ...
//sell requirements
sell = (MA(P,Periods) - eq > eq * .1) OR ...
Basically, if the equity curve drops 10% below the MA, close all open
positions. Then as soon as equity curve crosses the MA, enter all
currently open system trades. Or start taking entry signals again,
but ideally the first. I hope someone can help.
Best Regards,
David Piatek
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