Hi Ukto
My LE (Long Equal) and SE (Short Equal) Trade
Equity formulas can do that if you can provide the entry, exit and position
sizing formulas. The DE (Dual long and short) formula does not have an
equivalent display module so can't display the range of 22 options that are
possible for the "Trade Equity GV LE" and "Trade Equity GV SE" indicators. The
following document briefly describes the range of display options for Trade
Equity GV LE. That's followed by the user section of the Trade Equity GV LE
indicator. Be sure to add an output if you want to get the feel of the
Parameters window. All Tarde equity formulas are available on request. Sadly
the current versions of TE formulas are not available from my
website.
Regards
Roy
{Trade Equity LE Display
Options}
{2004-2008, Roy Larsen}
{Use this document as a guide
for setting}
{the "F" variable and display options}
{in the
Trade Equity GV LE indicator}
{The "F" variable allows position sizing to
be set by an
external formula, if desired, and with it the user
can:
a, apply all capital to a trade
b, apply a fraction of capital to a
trade
c, trade a stipulated number of shares
d, trade whole shares up to
limit of capital
e, trade whole shares with fraction of
capital.}
{** Position size options for "F"
variable:
> 1 and <-1, buy Abs(F) shares
= 1, Cp*F - use
all capital
> 0 and < 1, Cp*F - use "F" fraction of
capital
< 0 and >-1, Cp*F - as above, whole shares
only
=-1, Cp*F - use all capital, whole shares only}
{The Trade Equity LE Display indicator
allows
various Trade Equity statistics to be plotted
directly on an open
chart. To enable the Display
module for Trade Equity GV LE, braces must
be
removed from "Trade Equity GV LE Display ("see
last line of the Trade
Equity GV LE indicator)
and placed around M (normal output also on
the
last line of Trade Equity GV LE).}
{** Display options:
0, $ gross
profit or loss
1, $ net profit or loss - excludes capital
(Cp)
2, $ equity gain or loss per trade
3, % equity gain or
loss per trade
4, $ gain from winning trades
5, $ loss from
losing trades
6, # of winning trades
7, # of losing
trades
8, trade is currently active
9, bars in each
trade
10, total bars in all trades
11, maximum favorable
excursion
12, maximum adverse excursion
13, % gross profit or
loss
14, maximum $ risk per trade
15, maximum % risk per
trade
16, maximum $ risk across all trades
17, maximum % risk
across all trades
18, cost of last position entered (F)
19, $
return at years end
20, % return at years end
21, $ return at
current-date end-of-year
22, % return at current-date
end-of-year}
{** end of document}
{Trade Equity GV
LE}{V7}
{2003-2008, Roy Larsen}
I:=Input("TE Display Option
0-22",0,22,0);
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);
A:=Input("Cost Divisor, 1-10000
[0-4]",0,4,0);
Cn:=Input("In/Out
Cost/Pips",0,999999,030030);
Nd:=Input("In/Out
Delays",0,55,00);
Cp:=5000;{size}
F:=1;{Cp factor}
N:= FmlVar("MSTT
Profit Tracker","N");
Ns:=0;
X:= 0;
Xs:=Fml("Ice Intellistop
5");
{end user area}
----- Original Message -----
Sent: Thursday, July 02, 2009 7:40
PM
Subject: [EquisMetaStock Group] max total
equity drawdown related question
Hi
to everybody, I want metastock to show the drawdown of any system (
in $ and % ) in the chart. (Maybe a new indicator related with
"performance function") But unfortunately i could not make it
happen. What kind of a coding can do that. Any help will be appreciated.
Thx Utku
“That which hath
been is what will be,
that which is done is what
will be done,
and there is nothing new, under the
sun.”
__________
NOD32 4207 (20090702) Information __________
This message was checked
by NOD32 antivirus system.
http://www.eset.com
__._,_.___
![]()
__,_._,___
|