I had previously downloaded your code some time ago, but my computer at that time had severe limitations. I think I'll look at it again.
Hi Brian
I think that the Trade Equity tools will do what you require, though a fair bit of familiarisation may be required on your part. You would need to treat shorts separately.
The formulas needed (Trade Equity LE) can be found at
There are also a selection of formulas at
Regards
Roy
----- Original Message -----
Sent: Sunday, December 18, 2005 6:05 AM
Subject: [EquisMetaStock Group] Data Mining using MS 6.52 Exploration
Hi-
I am trying to use Explorer to measure the effectiveness of a trading scheme over a portfolio of stocks. What I would like to do is, for a given entry formula, measure the gain "n" days from entry and cumulate the points gained or lost to current date.
Any ideas would be appreciated.
Thanks,
Brian
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