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Hi Gary,
Great, thanks, I'll try that.
As for the code, it does seem to contain a few anomalies. As I said in
the original post, I found it at www.tradingsystemdesign.com and, being
a sucker for an interesting equity curve, I thought I'd try it.
Cheers,
Ian
> > > Thanks to everyone who replied. I'm pretty close now but it gets
> > > stuck on the MaxHighTrade expression. I tried MaxPositionProfit
> > > but the system gives no trades at all.
> > >
> > > How does MaxHighTrade translate into 2000i?
>
> It's a user function. It returns the highest high during the
> life of the current trade. Not sure who originally wrote it.
>
> {Function: MaxTradeHigh}
> Variable: MP(0);
> MP = MarketPosition;
> If MP <> 0 Then Begin
> If MP <> MP[1] Then
> MaxTradeHigh = High
> Else If High > MaxTradeHigh[1] Then
> MaxTradeHigh = H;
> End
> Else
> MaxTradeHigh = -999999;
>
>
> BTW are you sure that code is right? I assume that "LStop" code
> is intended as a trailing stop, since it looks like one for a
> long position. But the code for shorts is identical, which seems
> mighty odd. I would think the short entry should initialize a
> var Sstop to 999999, and then update it with something like
> Sstop = Minlist(Sstop,MinTradeLow+Giveup);
>
> Gary
>
>
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