[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Referencing Past 'System Report' Data (...Numeric Series?)



PureBytes Links

Trading Reference Links

I trade stocks intra-day, and recently had the idea to write a set of
PrintLog statements that would allow me to see, dynamically, how various
System Report statistics (e.g., Profit Factor, Avg Winning Trade, etc.)
changed with *each additional* trade I executed...Another way to evaluate
the stability, or "rubustness" of my current System's ("Strategy's")
settings, as applied to the stock/future being traded.

I haven't done much EasyLanguage coding of custom TS Functions, but what I
believe I discovered was that these Functions must be "NumericSimple" as
opposed to "NumericSeries" functions?

Maybe a dumb question, but is there an easy way to re-write these functions
(those that already appear in System Report) to be "NumericSeries"--so that
I can write a variable statement that I can use to reference "the Profit
Factor as of 1 trade ago (or even as of 1 bar ago, if that's the only way to
do it)"..."the Profit Factor as of 5 trades [bars] ago" etc.

Has anyone done this already?  I'd really appreciate any help!

Also, I'd be happy to share the code with anyone who may be interested.

Thanks-
Ian