PureBytes Links
Trading Reference Links
|
Thank you very much Jose, it works very well.
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Jose
To: <A
title=Metastockusers@xxxxxxxxxxxxxxx
href="">Metastockusers@xxxxxxxxxxxxxxx
Sent: Wednesday, January 28, 2004 5:25
PM
Subject: [Metastockusers] Re: Equity
line
From<A
href="">http://users.bigpond.com/prominex/pegasus.htm#roy---8<---------------------------
{Trade Equity LE}{V4.2a, © 2003 Roy Larsen}<A
href="">{rlarsen@xxxxxxxxxxxxxx}B:=Input("Entry
1=O 2=C 3=H 4=L 5=Stop",1,5,2);Z:=Input("Exit 1=O 2=C 3=H 4=L 5=Stop"
,1,5,2);Nd:=Input("Entry Delay",0,3,0);Xd:=Input("Exit Delay",
0,3,0);Cn:=Input("Entry / Exit Costs",0,9999,3434);En:=Input("Display
Options 0-12",0,12,0);Cp:=10000; {* trade capital, 0 = points
only}F:=1; {* position size}N:=RSI(C,14)<30; {MS
entry}Ns:=0;;X:=RSI(C,14)>70; {MS exit}Xs:=0; {* end
user area
*}F:=If(F=0,1,F);Ns:=(B=5)*Ns;Cx:=Cn-100*Int(Cn/100);Cn:=Int(Cn/100);M:=If(Ns>0,Ns,If(B=1,O,If(B=3,H,If(B=4,L,C))));N:=N
AND Alert(N=0,2);X:=If(Z<5,X AND
Alert(X=0,2),0);F:=ValueWhen(1,(N+Ns)>0 OR
Cum((N+Ns)>-1),F);N:=If(Nd=0,N,Alert(N,Nd+1) AND
Alert(N,Nd)=0);N:=If(B=5 AND
Ns>0,1,If(B<5,N,0));Y:=If(Xs>0,Min(H,Max(L,Xs)),If(Z=1,O,If(Z=3,H,If(Z=4,L,C))));X:=If(Xd=0,X,Alert(X,Xd+1)
AND Alert(X,Xd)=0);X:=If(Xs>0,1,X);Y:=If(Z<5 AND B=5 AND
X=0,C,Y);Y:=If(Xs>0 AND N AND
X,Xs,Y);I:=Cum((N+X)>-1)=1;Y:=If(I OR (Alert(N AND
X,2))=0,Y,ValueWhen(2,1,Y));N:=If(I>-1,N,0);Tr:=BarsSince(I+N>0)<(BarsSince(I+X>0)+(Cum(N)=1
AND Cum(I+X)=1));Tr:=If(N+X>1 AND (Alert(Tr,2) OR (Nd+Xd<1
ANDB<>2 AND Z>1 AND (Max(B,Z)>4 OR
B<>Z))),1,Tr);Nd:=En;En:=Tr+Alert(Tr=0,2)=2 OR I;Ex:=Tr=0
AND Alert(Tr,2);M:=If(I AND N=0,C,M);Lb:=Alert(Tr,2) AND
LastValue(Cum(1))=Cum(1);A:=ValueWhen(1,En,If((B=5)+N+X=3,M,Max(O,M)));A:=If(B<5,ValueWhen(1,En,M),A);F:=ValueWhen(1,En,If(F<1,Cp*F,If(F>1,
(A*F)+Cn,Cp)));En:=Tr+(Alert(Tr=0,2)+I>0)=2;Z:=Nd;N:=If(Ex+Lb>0,If(Cp=0,Y-A-Cn-Cx,(F-Cn)*(Y/A)-F-If(Ex,Cx,0)),0);B:=If(Alert(Tr,2),1+BarsSince(En
OR
I),0);Xs:=If(Alert(Tr,2),If(Cp=0,Y-A,(F-Cn)*(Y/A)-F-If(Ex,Cx,0)),0);Nd:=LowestSince(1,I,Xs);Ns:=HighestSince(1,I,Xs);X:=Cum((Ex+Lb>0
AND N>0)*B);Xd:=Cum((Ex+Lb>0 AND N<=0)*B);M:=Cum(N)+Cp+(Tr
AND Lb=0)*If(Cp=0,Y-A-Cn,(F-Cn)*(Y/A)-F);{M}{options0 total $
equity1 total % equity2 $ equity/trade3 % equity/trade4
winning trade $5 losing trade $6 winning trade #7 losing trade
#8 trade in progress9 bars/trade10 bars/all trades11 MFE12
MAE}If(Z=0,M,If(Z=1,100*(M-Cp)/Cp,If(Z=2,N+M-Cp-Cum(N),If(Z=3,100*(N+M-Cp-Cum(N))/Cp,If(Z=4,Cum((N>0)*N),If(Z=5,Cum((N<0)*N),If(Z=6,Cum(N>0),If(Z=7,Cum(Ex+Lb>0
AND N<=0),If(Z=8,Tr,If(Z=9,BarsSince(I OR
Alert(Tr,2)=0)*Alert(Tr,2),If(Z=10,Cum(Alert(Tr,2)),If(Z=11,Ns,Nd))))))))))));---8<---------------------------Ask
Roy about his Short Equity indicators.jose
'-)> --- In Metastockusers@xxxxxxxxxxxxxxx,
"Curroleo" <curroleo@xxxx> >
wrote:> > Hi everyone,> >
> > I got a question and I“d would appreciate
suggestions.> > I wonder if it“s possible to plot an
equity line as an indicator > with the parameters of a
trading system.> > > > For
example, How to do it with a system such as,> > Enter
long: rsi(c,14)<30> > Close
long:rsi(c,14)>70> > Enter short:
rsi(c,14)>70> > Close
short:rsi(c,14)<30> > > > Thank
you in advance.
Yahoo! Groups Links
To visit your group on the web, go to:<A
href="">http://groups.yahoo.com/group/Metastockusers/
To unsubscribe from this group, send an email to:<A
href="">Metastockusers-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Yahoo! Groups Sponsor
ADVERTISEMENT
Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/Metastockusers/
To unsubscribe from this group, send an email to:Metastockusers-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|