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Assign the system statistics in question to variables then reference past
values of the variables.
Example:
Var: NetProf(0);
NetProf = NetProfit;
You may reference past bars' values of NetProf. For example, the NetProfit
of 3 bars ago would be contained in the variable NetProf[3].
At Tue, 28 Mar 2000 00:19:56 -0500, "Ian MacAuslan" <imacauslan@xxxxxxx>
wrote:
>
>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
>
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