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Hi Martin
>Roy
> Toms information was worth reading and I should have read it long time ago! Unfortunately it
> doesn't solve the issue.
> Martin Blain
> Burlington Ontario
Have you tried using Trade Equity set to percentage? The "display option" needs to be enabled (as
below) and set to 1. The diffent equity curv options are given in the commented area. There's still
a learning curve with TE, but once you understand the user inputs and how TE calls binary or price
formulas for N, Ns, X and Xs variables it's a breeze. If you're prepared to give this a go (assuming
your system is long only) I'd be happy to talk you through any difficulties you run into.
TE is not a total solution to System Tester problems but it has its uses.
Regards
Roy
www.metastocktips.co.nz
{Trade Equity LE} {V5.1}
{2004 Roy Larsen, rlarsen@xxxxxxxxxxxxxx}
B:=Input("Buy 1=O 2=C 3=H 4=L 5=Stop" ,1,5,2);
Z:=Input("Sell 1=O 2=C 3=H 4=L 5=Stop",1,5,2);
Nd:=Input("Buy Delay", 0,5,0);
Xd:=Input("Sell Delay",0,5,0);
Cn:=Input("Buy / Sell Costs",0,9999,2525);
En:=Input("Display Option 0-12",0,12,0);
Cp:=5000; {* trade capital}
F:=1; {* trade size Fml(), <1 =%, >1 =shares}
N:=Cross(Mov(WC(),10,E),Mov(WC(),30,E)); {Buy}
Ns:=0;
X:=Cross(Mov(WC(),30,E),Mov(WC(),10,E));{Sell}
Xs:=0;
{* end of 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,Min(H,Max(L,Ns)),If(B=1,O,If(B=3,H,If(B=4,L,C))));
N:=N AND Alert(N=0,2)+(Cum(N>-1)=1);
X:=X AND (Z<5)*(Alert(X=0,2)+(Cum(N>-1)=1));
N:=ValueWhen(1+Nd,1,N);N:=If(B<5,N,Ns>0);
Y:=If(Xs>0,Min(H,Max(L,Xs)),If(Z=1,O,If(Z=3,H,If(Z=4,L,C))));
X:=ValueWhen(1+Xd,1,X);X:=X+Xs>0;
Y:=If((Z<5)*(X=0),C,Y);Y:=If((Xs>0)*N*X,Xs,Y);
I:=Cum(F+N+X>-1)=1;
Y:=If((N+X=0)*Alert(N*X,2),ValueWhen(2,1,Y),Y);
N:=(I>-1)*N;
F:=ValueWhen(1,I+N,F);
Tr:=BarsSince(I+N)<(BarsSince(I+X)+(Cum(N)=1 AND Cum(I+X)=1));
Tr:=If((N+X>1)*(Alert(Tr,2)+((Nd+Xd<1)*(B<>2)
*(Z>1)*(Max(B,Z)>4 OR B<>Z))),1,Tr);
Nd:=En;
En:=(Tr+Alert(Tr=0,2)=2)+I;
Ex:=(Tr=0)*Alert(Tr,2);
M:=If(I*(N=0),C,M);
Lb:=Alert(Tr,2)*(LastValue(Cum(1))=Cum(1));
A:=ValueWhen(1,En,If(M=0,1,M));
F:=ValueWhen(1,En,If(F>1,A*F+Cn,Cp*F));
En:=Tr*(Alert(Tr=0,2)+I>0);
Z:=Nd;
N:=(Ex+Lb>0)*If(Cp=0,Y-A-Cn-Cx,(F-Cn)*(Y/A)-F-Ex*Cx);
B:=Alert(Tr,2)*(1+BarsSince(En+I));
Xs:=Alert(Tr,2)*If(Cp=0,Y-A,(F-Cn)*(Y/A)-F-Ex*Cx);
Nd:=LowestSince(1,I,Xs);
Ns:=HighestSince(1,I,Xs);
X:=Cum((Ex+Lb>0)*(N>0)*B);
Xd:=Cum((Ex+Lb>0)*(N<=0)*B);
M:=Cum(N)+Cp+Tr*(Lb=0)*If(Cp=0,Y-A-Cn,(F-Cn)*(Y/A)-F); {M;}
{Display options
0 total $ equity
1 total % equity
2 $ equity/trade
3 % equity/trade
4 winning trade $
5 losing trade $
6 winning trade #
7 losing trade #
8 trade in progress
9 bars/trade
10 bars/all trades
11 MFE
12 MAE} {Display enabled}
X:=(Cp>0)/(Cp+(Cp=0));
If(Z=0,M,
If(Z=1,100*(M-Cp)*X,
If(Z=2,N+M-Cp-Cum(N),
If(Z=3,100*(N+M-Cp-Cum(N))*X,
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))))))))))));
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