Re: [EquisMetaStock Group] Data Mining using MS 6.52 Exploration

[brian carter <briankenyn2@xxxxxxxxx>]

Thanks, Nino

 

I'll give it a try. My code wasn't working.

 

Regards,

 

Brian

nino branchi <ninbra2@xxxxxxxx> wrote:

col A:

 pat1:=C>L+(H-L)*0.62
AND Ref(C,-1)=LLV(C,3)
AND Ref(C-O,-1)<0 AND Ref(C-O,-2)<0;
epx:=If(pat1=1,((Ref(C,4)/C)-1)*100,0);

LastValue(Cum(epx));

 

 

colB:

pat1:=C>L+(H-L)*0.62
AND Ref(C,-1)=LLV(C,3)
AND Ref(C-O,-1)<0 AND Ref(C-O,-2)<0;

 

LastValue(Cum(pat1));

 

 

colC

:pat1:=C>L+(H-L)*0.62
AND Ref(C,-1)=LLV(C,3)
AND Ref(C-O,-1)<0 AND Ref(C-O,-2)<0;

epx:=If(pat1=1,((Ref(C,4)/C)-1)*100,0);

 

LastValue(Cum(epx))/LastValue(Cum(pat1))

 

pat1 is  an example of your strategy

 

epx calcola il rendimento
percentuale che si sarebbe ottenuto
comprando sul verificarsi del pat1
e vendendo in chiusura dopo 4 sedute.

 

La variabile galo(colA) infine
restituisce il risultato totale dei gain/loss
cumulati con la strategia di pat1 La variabile galo infine
restituisce il risultato totale dei gain/loss
cumulati con la strategia di pat1

 

 npat1(colB)
il numero totale di segnali generati.

 

 

brian carter <briankenyn2@xxxxxxxxx> ha scritto:

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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