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What data formats are compatible with this program? Is it a standalone or
does it interface with other programs?
What does it cost? How is their tech support?
Lionel Issen
lissen@xxxxxxxxxxxxxx
----- Original Message -----
From: "Michel Amelinckx" <Michel.Amelinckx@xxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Thursday, October 25, 2001 3:13 PM
Subject: RE: Multi Stop Indicator
> This looks really great if it works. I haven't tried it yet.
> But what about this Metastock add-on which also looks really great.
> http://www.compuvision.com.au/index.htm
>
> Greetings and thanks
> M.
>
> -----Original Message-----
> From: owner-metastock@xxxxxxxxxxxxx
> [mailto:owner-metastock@xxxxxxxxxxxxx] On Behalf Of Roy Larsen
> Sent: donderdag 25 oktober 2001 20:33
> To: metastock@xxxxxxxxxxxxx
> Subject: Re: Multi Stop Indicator
>
>
> Tom
>
> > Roy, did you ever find and correct the bug in the Multi Stop indicator
>
> > you talked about? Sure looks interesting!
>
> Regrettably, no. Each time I think I have a solution I find another flaw
> in the logic. It seems that using a PREV is the only way to go without
> resorting to a dll. Since I have neither the MDK nor the programming
> skills to use it effectively I am unable to produce the result I had
> hoped for. For what it's worth here is my current PREV version. Take
> care if trying to match trades and stops to the MS System Tester as this
> indicator is intended for use with a fixed position size (as opposed to
> compounding), as used by the enabled code of Trade Equity LE, also
> included.
>
> Just for good measure I'm also including 1 exploration to give the fixed
> equity code of Trade Equity LE basic multi-stock testing capability.
> Unfortunately when Trade Stop LE (with PREV) is used with Trade Equity
> LE the exploration across multiple stocks is intolerably slow. If you
> have a FAST computer then speed may not be such an issue.
>
> Roy
>
> {Trade Stop LE}
> No:=Input("Enter 1=O 2=C 3=Stop",1,3,2);
> Xo:=Input("Close 1=O 2=C 3=Stop",1,3,2);
> Nd:=Input("Entry Delay",0,3,0);
> Xd:=Input("Close Delay",0,3,0);
> Pt:=Input("Profit Target %",1,99,25)/100;
> Ls:=Input("Maximum Loss % ",1,99,10)/100;
> Cm:=25; {Trade commision}
> Cp:=5000; {Trade capital}
> N:=Fml("Your Entry"); {Entry formula}
> X:=Fml("Your Exit"); {Close formula}
> N:=If(No=3,N,Ref(N,-Nd));
> X:=If(Xo=3,X,Ref(X,-Xd));
> Np:=If(No=1,O,If(No=2,C,N)); {Entry price}
> Xp:=If(Xo=1,O,If(Xo=2,C,X)); {Close price}
> Pf:=(Cp*(1+Pt)+Cm)/(Cp-Cm); {Profit factor}
> Lf:=(Cp*(1-Ls)+Cm)/(Cp-Cm); {Loss factor}
> {+Cm for exit, -Cm for entry}
> Tr:=If(PREV=0,If(N>0,Np,0),
> If(X>0 OR If(Xo<3,Xp,H)>=PREV*Pf OR If(Xo<3,Xp,L)<=PREV*Lf,0,PREV));
> Xb:=Tr=0 AND Alert(Tr>0,2); {Exit bar}
> Ev:=ValueWhen(1,(Cum(N>-1 AND X>-1)=1) OR Tr>0,Tr); {Entry value}
> Sp:=If(Xb,If(Xo<3,If(Xp>=Ev*Pf,Xp,0),
> If(O>=Ev*Pf,O,If(H>=Ev*Pf,Ev*Pf,0))),0);
> Sl:=If(Xb,If(Xo<3,If(Xp<=Ev*Lf,Xp,0),
> If(O<=Ev*Lf,O,If(L<=Ev*Lf,Ev*Lf,0))),0);
> Tr; Tr*Pf; Tr*Lf; {Entry amt, Target, Stoploss}
> If(Xb,If(Xo<3,1,If(Sp>0,Sp,If(Sl>0,Sl,X))),0);
>
> {Trade Equity LE}
> No:=Input("Enter 1=O 2=C 3=Stop",1,3,3);
> Xo:=Input("Close 1=O 2=C 3=Stop",1,3,1);
> Nd:=Input("Entry Delay",0,3,0);
> Xd:=Input("Close Delay",0,3,0);
> Cm:=Input("Trade Commission $",0,999,25);
> Cp:=Input("Trade Capital $",1000,100000,5000);
> N:= 0;
> Ns:=Fml("Your Entry");
> X:= Fml("Your Exit"); {Or Fml("Trade Stop LE")}
> Xs:=0;
> {*** Do not change code below this line ***} Ns:=If(No=3,Ns,0);
> Np:=If(No=1,O,If(No=2,C,Ns)); N:=N AND Alert(N=0,2);
> N:=If(Nd=0,N,Alert(N,Nd+1) AND Alert(N,Nd)=0);
> N:=If(No=3 AND Np>0,1,If(No<3,N,0));
> Xs:=If(Xo=3,Xs,0);
> Xp:=If(Xo=3 AND Xs>0,Min(O,Xs),If(Xo=1,O,C));
> X:=X AND Alert(X=0,2);
> X:=If(Xd=0,X,Alert(X,Xd+1) AND Alert(X,Xd)=0); X:=If(Xo=3,If(Xp>=L AND
> Xs>0,1,0),X); Xp:=If(Xo<3 AND No=3 AND X=0,C,Xp); Xp:=If(Xo=3 AND Xs>0
> AND N AND X,Xs,Xp); Xp:=If(Ref(Xo=3 AND N AND X,-1),Ref(Xp,-1),Xp);
> I:=Cum(N<>-1 AND X<>-1)=1; Tr:=If(BarsSince(I OR N)>= BarsSince(I OR
> X),0,1); Tr:=If(N AND X AND (No=3 OR Xo=3),1,Tr); Np:=If(I AND
> N=0,C,Np); En:=(Tr AND Alert(Tr=0,2)) OR I; Ex:=Tr=0 AND Alert(Tr,2);
> Lb:=(Tr OR Alert(Tr,2)) AND LastValue(Cum(1)-0)=Cum(1);
> Ea:=ValueWhen(1,En,If(No=3 AND N AND X,Np,Max(O,Np)));
> Ea:=If(No<3,ValueWhen(1,En,Np),Ea);
> En:=Tr AND Alert(Tr=0,2);
> {*** Use Cs & Pf for compound equity ***}
> {Cs:=Cum(If(I,Cp,0)- If(En,Cm,0)- If(Ex,Cm,0));
> Pf:=Cum(If(Alert(Tr,2) AND If(No=3,1,En=0),
> (PREV+If(No=3 AND En,Cs,Ref(Cs,-1)))*
> If((No=3 AND En) OR (No<3 AND En=0 AND Alert(En,2)),
> (Xp-Ea)/Ea,(Xp-Ref(Xp,-1))/Ref(Xp,-1)),0));
> Pf+Cs;}
> {*** Use Gn & Tl for fixed Equity ***}
> Gn:=If(Ex OR Lb,(Cp-Cm)*(Xp/Ea)-Cp-Cm,0);
> Tl:=Cum(Gn)+If(Tr AND Lb=0,(Cp-Cm)*(Xp/Ea),Cp)+ If(Tr AND Lb,Cm,0); Tl;
>
> {Trade Equity LE Exploration}
> Periodicity: Daily
> COLUMN FORMULAS
> ColumnA: $ Profit
> {Net profit}
> Cum(FmlVar("Trade Equity LE","Gn"));
> ColumnB: $ Win
> {Amount of winning trades}
> Gain:=FmlVar("Trade Equity LE","Gn");
> Cum(If(Gain>0,Gain,0));
> ColumnC: $ Loss
> {Amount of losing trades}
> Gain:=FmlVar("Trade Equity LE","Gn");
> Cum(If(Gain<0,Gain,0));
> ColumnD: # Win
> {Number of winning long trades}
> Gain:=FmlVar("Trade Equity LE","Gn");
> Cum(If(Gain>0,1,0));
> ColumnE: # Loss
> {Number of losing long trades}
> Gain:=FmlVar("Trade Equity LE","Gn");
> Cum(If(Gain<0,1,0));
> ColumnF: # BarsIn
> {Total bars in all trades}
> Trade:=FmlVar("Trade Equity LE","Tr"); Cum(If(Alert(Trade<>0,2),1,0));
> FILTER SOURCE Filter Enabled: No Recommended minimum bars to test: 250
>
>
>
>
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