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Re: [amibroker] Equity in a loop



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In Indicators you can call Equity() multiple times, linearly or in a loop.


best regards,

herman


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Friday, March 7, 2008, 2:47:15 AM, you wrote:


> 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);




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

For other support material please check also:
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