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----- Original Message -----
From: "Daniel Posmik" <daniel.posmik@xxxxxx>
To: "Leslie Walko" <l.walko@xxxxxxxxxxx>
Sent: Tuesday, March 18, 2003 5:50 PM
Subject: Re: @Experts: Export Problem to Excel
> Hi Leslie!
>
> Thanks for your proposal.
>
> I have already tried to solve the problem with arrays but couldnt fix it:
>
>
> for value1=2 downto 0 begin
> if exitdate(value1)=d[1] and exittime(value1)=time[1] then begin
> if marketposition(value1)=1 then
>
> It would be great if you could give me a hint.
>
> Daniel
>
> ----- Original Message -----
> From: "Leslie Walko" <l.walko@xxxxxxxxxxx>
> To: "Daniel Posmik" <daniel.posmik@xxxxxx>
> Cc: <omega-list@xxxxxxxxxx>
> Sent: Monday, March 17, 2003 8:37 PM
> Subject: Re: @Experts: Export Problem to Excel
>
>
> > 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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