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Hi Herman
Thank you for your comments.
Regrettably I found a bug in the code below shortly after posting, so I have egg on my face and some
work to do in fixing the problem.
Regards
Roy
> just a short note to congratulate you on how much you manage to squeeze out
> of MS :-) and also to thank you for sharing so much of your work with the
> MS users.
>
> During the last few months or so I have been developing a Dedicated System
> Tester for my personal trading system in VBA-for-Excel so I haven't been
> participating too much on the list. While it was a bit of work, there are
> no limits to what you can do and if you find a bug you can fix it yourself.
> No problems accessing equities, using SAR, designing special stops, etc.
> Most important of all: each completed phase or module becomes the base for
> future work... there are no limits. The programming environment is much
> more professional: lots of programming examples, unlimited variables, full
> screen editor, etc. There are also several low priced function libraries
> for traders (for accessing MS data and indicator formulae) that you can buy
> (I didn't use them). The major drawback it that VBA is slow... this is why
> I am now thinking of switching to Visual C++ which is about a hundred times
> faster.
>
> If you have never looked at VBA-Excel or Visual C++ perhaps you should, you
> appear to have a nack for programming and it should not be too difficult
> for you to pick up. If you have looked into it I would like to hear about
> your experience...
>
> Thanks again for your contibutions to the list,
> Take care,
> Herman.
>
> At 12:54 PM 10/7/01 +1300, you wrote:
> >Here is a multi-stop indicator that may be useful to someone. I have
> attempted to show how, without
> >using PREV, it is possible to calculate either the MS profit or stop loss
> exit prices. In theory it
> >should also be possible to include other stops into the Ea (Entry Amount)
> variable, but I will leave
> >that to others who have such a bent.
> >
> >No allowance has been made for compounding equity as used in the MS System
> Tester (too complex).
> >However some option configurations (percent commissions and targets) will
> track accurately even
> >though this indicator only uses fixed equity.
> >
> >A number of variables are displayed in the attached gif to try and show
> the outputs and uses that
> >are possible. Comments have been added where these could be helpful.
> >
> >Roy
> >
> > {Multi Stop Indicator}
> >Nc:=Input("Entry Commission Points",0,99,20);
> >Xc:=Input( "Exit Commission Points",0,99,20);
> >Pt:=Input("Profit Target Points",1,500,150);
> >Ls:=Input( "Maximum Loss Points",1,500,100);
> >Np:=Input("Enter 1=Open 2=Close",1,2,2);
> >Xo:=Input("Exit 1=Open 2=Close 3=Stop ",1,3,2);
> >Equity:=1000; {Trade capital}
> >N:=Cross(Mov(C,9,E),Mov(C,13,E));{Entry formula}
> >X:=Cross(Mov(C,13,E),Mov(C,9,E));{Exit formula}
> >I:=Cum(N<>-1 AND X<>-1)=1; {Formulas valid}
> >Np:=If(Np=1,O,If(Np=2,C,N)); {Entry price}
> >Xp:=If(Xo=1,O,C); {Exit price}
> >Pf:=(Equity+Pt+Xc)/(Equity-Nc); {Profit factor}
> >Lf:=(Equity-Ls+Xc)/(Equity-Nc); {Loss factor}
> >
> >Ea:=If(BarsSince(I OR N>0)>=BarsSince(I OR X>0
> > {bars since entry >= bars since normal exit}
> >OR
> >If(Xo<3,Xp,H)>=Pf*(ValueWhen(1,I OR (N>0 AND Alert(If(BarsSince(I
> >OR N>0)>=BarsSince(I OR X>0),0,1)=0,2)), Np))
> > {bars since entry >= bars since profit exit}
> >OR
> >If(Xo<3,Xp,L)<=Lf*(ValueWhen(1,I OR (N>0 AND Alert(If(BarsSince(I
> >OR N>0)>=BarsSince(I OR X>0),0,1)=0,2)), Np))),
> > {bars since entry >= bars since stop loss exit
> > then flag value is} 0,
> > {else flag value is}
> >ValueWhen(1,I OR (N>0 AND Alert(If(BarsSince(I OR N>0)>=
> >BarsSince(I OR X>0),0,1)=0,2)),Np));
> >
> >Xb:=Ea=0 AND Alert(Ea>0,2); {Exit bar}
> >Ev:=ValueWhen(1,I OR Ea>0,Ea); {Entry value}
> >
> >Sp:=If(Xb,If(Xo<3 AND Xp>=Ev*Pf,Xp,
> > If(O>=Ev*Pf,O,If(H>=Ev*Pf,Ev*Pf,0))),0);
> >{Profit sell price}
> >
> >Sl:=If(Xb,If(Xo<3 AND Xp<=Ev*Lf,Xp,
> > If(O<=Ev*Lf,O,If(L<=Ev*Lf,Ev*Lf,0))),0);
> >{Stop loss price}
> >
> >Nx:=If(Xb AND Sp=0 AND Sl=0,Xp,0);
> >{Normal exit price}
> >
> >Ea; Ea*Pf; Ea*Lf; Sp; Sl; Nx;
> >
> >{* Substitute these variables for percent stops}
> >{Pt:=Input("Profit Target %",1,99,15)/100;}
> >{Ls:=Input( "Maximum Loss %",1,99,10)/100;}
> >{Pf:=(Equity*(1+Pt)+Xc)/(Equity-Nc);}
> >{Lf:=(Equity*(1-Ls)+Xc)/(Equity-Nc);}
> >
> >
> >Attachment Converted: "c:\eudora2001\attach\snap3.gif"
> >
>
>
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