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Since you have multiple entries, not single entries, you need a
way of storing an array of entry points. Replace the data
collection variables with arrays.
BTW, you need this mouse trap only if you use Stridsman's RAD
data. Otherwise, this is unnecessary.
Leslie
Daniel Posmik wrote:
>
> Currently I try to analyze some patterns. I want to make use of the
> FileAppend command and export some
> figures like the profit per trade in percent into excel.
>
> Stridsman provided in his book the following code:
>
> {***************************************************************}
>
> Vars: FName(""), TotTr(0), Prof(0), CumProf(1), ETop(1), TopBar(0),
> TopInt(0),
> BotBar(0), BotInt(0), EBot(1), EDraw(1), TradeStr2("");
>
> If Currentbar = 1 Then Begin
> FName="C:\Temp"+LeftStr(GetSymbolName,2)+".csv";
> FileDelete(FName);
>
> TradeStr2 = "E Date" + "," + "Position" + "," + "E Price" + "," + "X Date" +
> "," + "X Price" + "," + "Profit" + "," + "Cum. prof." + "," + "E-Top" + ","+
> "E-Bottom" + "," + "Flat time" + "," + "Run up" + "," + "Drawdown" +
> NewLine;
> FileAppend(FName, TradeStr2);
> End;
>
> TotTr = TotalTrades;
> If TotTr > TotTr[1] Then Begin
> Prof = 1 + PositionProfit(1)/(EntryPrice(1)*BigPointValue);
> CumProf = CumProf * Prof;
> ETop = MaxList(ETop,CumProf);
> If ETop > ETop[1] Then Begin
> TopBar = CurrentBar;
> EBot = ETop;
> End;
> EBot = MinList(EBot, CumProf);
> If EBot < EBot[1] Then
> BotBar = CurrentBar;
> TopInt = CurrentBar - TopBar;
> BotInt = CurrentBar - BotBar;
> EDraw = CumProf/ETop;
> TradeStr2 = NumToStr(EntryDate(1), 0)+ "," + NumToStr(MarketPosition(1),
> 0)+ "," + NumToStr(EntryPrice(1), 2)+ "," +
> NumToStr(ExitDate(1), 0)+ "," + NumToStr(ExitPrice(1), 2)+ "," +
> NumToStr((Prof - 1)*100, 2)+ "," +
> NumToStr((CumProf - 1)*100, 2)+ "," + NumToStr((ETop - 1)*100, 2) + "," +
> NumToStr((EBot - 1)*100, 2) + "," +
> NumToStr(TopInt, 0)+ "," + NumToStr(BotInt, 0) + "," +
> NumToStr((EDraw - 1)*100, 2)+ NewLine;
> FileAppend(FName,TradeStr2);
> End;
>
> {***************************************************************************
> *}
>
> Indeed, this code works fine considering one entry and exit at a time.
> Unfortunately I am working with multiple entries and exits.
> For example: two patterns appear in a row. I am exiting each pattern after
> five days. I made use of the "total" keyword. The charts and the
> Tradestation Srategy Reports look ok:
> However the code for the FileAppend will not be executed when applied to
> multiple entries.
>
> Does anyone have an idea how to write a code that can calculate for example
> the profit per trade in percent if there are multiple entries and exits like
> described above?
>
> Any help would be greatly appreciated
>
> dansmo
--
Regards,
Leslie Walko
610-688-2442
--
"Life is a tragedy for those who feel, a comedy for those who
think"
Horace Walpole, 4th earl of Orford, in a letter dated about 1770
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