New Use For 'Trade Equity'

["Roy Larsen" <rlarsen@xxxxxxxxxxxxxx>]

Recently I've been back-testing my short term systems by looking at month by
month performance. I know that I could not trade a system that was likely to
deliver negative results for several months on end. My previous way of doing
this was to run separate TE explorations for every month of the overall test
period, then manually collate the results from the printed reports. That was
very time consuming.
It suddenly occurred to me that if looking for only one parameter
($profit/loss) why not use an exploration for each six-monthly period to be
examined (one month per column). The sample exploration below is one of nine
that I've created for this purpose, one for each successive 6-month period
since the beginning of 1998. In less than an hour I've achieved what used to
take days to do manually, and most of my time was spent on the one-time-only
set-up of the explorations.

The exploration reports can be placed side by side in an Excel spreadsheet
and processed further as may be required. I intend to set up a new macro to
sum each column and create a modest bar chart.

I trust that it is clear from this example how to use Month() and Year()
functions to filter data in any additional explorations created.

Hope this helps someone.

Roy

{Trade Equity 1998 A}
ColumnA: Month 1
{Trade gain or loss in period}
Date:=Month()=1 AND Year()=1998;
Gain:=FmlVar("Trade Equity LE","N");
Cum(If(Date AND Gain<>0,Gain,0));

ColumnB: Month 2
{Trade gain or loss in period}
Date:=Month()=2 AND Year()=1998;
Gain:=FmlVar("Trade Equity LE","N");
Cum(If(Date AND Gain<>0,Gain,0));

ColumnC: Month 3
{Trade gain or loss in period}
Date:=Month()=3 AND Year()=1998;
Gain:=FmlVar("Trade Equity LE","N");
Cum(If(Date AND Gain<>0,Gain,0));

ColumnD: Month 4
{Trade gain or loss in period}
Date:=Month()=4 AND Year()=1998;
Gain:=FmlVar("Trade Equity LE","N");
Cum(If(Date AND Gain<>0,Gain,0));

ColumnE: Month 5
{Trade gain or loss in period}
Date:=Month()=5 AND Year()=1998;
Gain:=FmlVar("Trade Equity LE","N");
Cum(If(Date AND Gain<>0,Gain,0));

ColumnF: Month 6
{Trade gain or loss in period}
Date:=Month()=6 AND Year()=1998;
Gain:=FmlVar("Trade Equity LE","N");
Cum(If(Date AND Gain<>0,Gain,0));