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Hi Ian,
there is an article "simple vs. series functions" in the OMEGA research
magazin fall 1999 edition p26 ff.
You will find some hints which may be important for you.
Wolfgang
----- Original Message -----
From: Ian MacAuslan <imacauslan@xxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Tuesday, March 28, 2000 7:19 AM
Subject: Referencing Past 'System Report' Data (...Numeric Series?)
> 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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