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Hello Adam,
No sure if you are working with intraday or daily data,
If your system enters and exits on the same bar, I_MarketPosition and
I_CurrentContracts will plot 0, and when you look at the chart under
the bar it shows a 0 indicating you are flat.
If you look in the System Report: Performance Summary under the Total
# of trades that trade will count as 1.
This code only counts entries that make it to the next bar and are
marked on the chart with a 1 or -1, subtract this number from Total #
of trades to get number of whipsaws.
vars: Count1(0), Count2(0);
if currentbar>1 then begin
Count1 = barnumber-I_CurrentContracts;
if Count1 = Count1[1] then begin
Count2 = Count2 + 1;
end;
Plot1(Count2,"Count2");
end;
AH> I'm currently looking at break-out systems where there is a huge propensity for
AH> whipsaws, by which in my little world I mean the number of times my break-out
AH> stops above and below the market both get hit on the same day.
AH> To make it obvious on the screen, I want to have an indicator showing the
AH> cumulative number of days with whipsaws.
AH> I got so far but am stuck since TS won't let me put system info formulae into a
AH> study:
AH> vars: count(0);
AH> if EntryDate(Date) = EntryDate(Date[1]) then
AH> count = count + 1;
AH> Plot1(count, "whipsaws");
AH> Is this the end of the road for my plans to conquer the markets, or is there a
AH> way of doing it properly?
AH> Just in case the code looks dumb to you, I just want to point out I'm on TS4 :)
--
Best regards,
SC mailto:secaseba@xxxxxxxxxx
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