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RE: [amibroker] code help with less sophisticated MAE/MFE



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BarsInTrade=BarsSince(Short)) - 1;

--
Terry
| -----Original Message-----
| From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
| Behalf Of coba702002
| Sent: Thursday, July 07, 2005 22:05
| To: amibroker@xxxxxxxxxxxxxxx
| Subject: [amibroker] code help with less sophisticated MAE/MFE
| 
| This is some code i found in the archives
| 
| BarsInTrade=IIf(Sell, BarsInTrade=BarsSince(Buy),
| BarsInTrade=BarsSince(Short));
| MaximumPrice=HHV(H,BarsInTrade);
| MinimumPrice=LLV(L,BarsInTrade);
| MFE=IIf(Sell, 100 * (MaximumPrice-BuyPrice)/BuyPrice, 100 *
| (ShortPrice-MinimumPrice)/ShortPrice);
| MAE=IIf(Sell, 100 * (MinimumPrice-BuyPrice)/BuyPrice, 100 *
| (ShortPrice-MaximumPrice)/ShortPrice);
| 
| this calc includes the buy signal bar in the total number of points
| that the trade goes against you. Since i am buying on the CLOSE of the
| buy signal bar this bar should not be part of the calc. I want to see
| how many points it goes against me after in enter the trade
| 
| Is there a way to modify this so that i can see max points against
| after the close of the entry bar??
| 
| thanks for the help
| 
| 
| 
| 
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| 
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| 
| 
| 




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