[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Equity in a loop



PureBytes Links

Trading Reference Links

As i want to compare equities of several systems within a chart, i try
to program equityline within a loop.
But i got a problem which i cannot solve. Maybe somebody can help me.

This is my code, but it seems that it adds a position with every
signal and i want just 1 contract/share in a position and if i got
already a position, then nothing else should happen. It is a simple
Stop&Reverse ChannelBreakout system to test the code.

LongChannelLength = Param("Channel Length Long", 20, 2, 50, 1);
ShortChannelLength = Param("Channel Length Short", 20, 2, 50, 1);

Longchannel = Ref(HHV(H, LongChannelLength),-1);
ShortChannel = Ref(LLV(L, ShortChannelLength),-1);
Buy1 = Cross(H, Longchannel);
Sell1 = Cross(ShortChannel, L);
BuyPrice1   = Longchannel + TickSize;
SellPrice1  = Shortchannel - TickSize;
intrade1 = 0;
Equity1  = 0;

for( i = 1; i < BarCount; i++ ) 
{ 
	if( intrade1[i] == 0 && Sell1[ i ] ) 				
	{ 
		intrade1[i] = -1;  					
		Equity1[i] = Equity1[i-1] + SellPrice1[i];  
	}

	else if( intrade1[i] == 0 && Buy1[ i ] ) 			
	{ 
		intrade1[i] = 1;  					
		Equity1[i] = Equity1[i-1] - BuyPrice1[i];		
	}
	else if( intrade1[i] == -1 && Buy1[ i ] ) 		
	{ 
		intrade1[i] = 1; 					
		Equity1[i] = Equity1[i-1] - 2*BuyPrice1[i]; 
	} 
	 else if( intrade1[i] == 1 && Sell1[i] ) 			
	{
		intrade1[i] = -1; 					
		Equity1[i] = Equity1[i-1] + 2*SellPrice1[i]; 
	}

	else 
	{
		Equity1[i] = Equity1[i-1];
		intrade1[i] = intrade1[i-1];
	}
} 

Plot(Equity1, "Equity1", colorBlue, styleLine+styleThick);
Plot(intrade1, "Intrade1", colorWhite, styleOwnScale+styleHistogram);



Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/