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Hi Guys,
I have slightly modified the ELA code in the "portfolio dump" system:
http://www.markbrown.com/free/=RE%20Port%201.0.htm
Now there's no more need to cut-and-paste the code in your ELA signals: it's
a function.
°¨¨°şİ[ Funes ]İş°¨¨°
"In God we trust, all others bring data"
---------------------------------------
* NAME:
Portfoliodump
* INPUTS:
- OutPath(String)
The path where the file will be placed (e.g. "c:\portfolio\");
- OutName(String)
The file name (e.g. "dailypl.por");
- Auto(NumericSimple)
Auto Mode:
0 no Auto Mode: use OutPath and OutName;
1 automatically create a file name (e.g. "OddBall_1011231.csv")
* OUTPUT:
The function return the file name, path included.
* EXAMPLE:
{**************************************************}
Inputs: Length(7),
BuyZone(3),
SellZone(1);
Var: OutputFile("");
if time > 830 and time <= 1500
then begin
value1 = RateOfChange(Close Data2, Length);
if value1 > BuyZone then Buy;
if value1 < SellZone then Sell;
end;
OutPutFile = PortfolioDump("c:\", "dailypl.por", 0);
{**************************************************}
* ELA CODE:
{**************************************************
Description: Portfolio dump system
Developed by: Rich Estrem (estrem@xxxxxxxxxxxxx)
Revised by: Funes (funes@xxxxxxxxx)
***************************************************}
Inputs: OutPath(String), OutName(String), Auto(NumericSimple);
vars: Symbol(""),
MyStr(""),
FileName(""),
Net(0);
if CurrentBar = 1 then begin
Symbol = GetSymbolName;
if Auto = 0 then FileName = OutName
else begin
FileName = GetStrategyName + { add the strategy name in the file
}
"_" + NumToStr(CurrentDate, 0) + { add the current date in the file
name }
".csv"; { or ".por", like in the original "portfolio dump"
system }
end;
end;
value11 = MarketPosition(0);
value12 = OpenPositionProfit + NetProfit;
if DataCompression = 2 then begin {begin daily data routine}
value13 = value12 - value12[1];
MyStr = Symbol + "," +
NumToStr(Date, 0) + "," +
NumToStr(value11, 0) + "," +
NumToStr(value13, 2);
FileAppend(OutPath + FileName, MyStr + NewLine);
end
else begin {begin intraday data routines}
if Date <> Date[1] then begin
value13 = value12[1] - Net;
MyStr = Symbol + "," +
NumToStr(Date[1], 0) + "," +
NumToStr(value11[1], 0) + "," +
NumToStr(value13, 2);
FileAppend(OutPath + FileName, MyStr + NewLine);
Net = value12[1];
end;
if LastBarOnChart then begin
value13 = value12 - Net;
MyStr = Symbol + "," +
NumToStr(Date, 0) + "," +
NumToStr(value11, 0) + "," +
NumToStr(value13, 2);
FileAppend(OutPath + FileName, MyStr + NewLine);
end;
end;
if LastBarOnChart then PortfolioDump = OutPath + FileName;
{********************* END ************************}
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