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Gen - system indicators continued

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<DIV><FONT size=2>Here is another derivation of the System Equity Indicator for 
evaluating and tracking performance of a TS4 system.</FONT></DIV>
<DIV><FONT size=2>It is simply the ratio of closed equity to buy and hold.&nbsp; 
Below it is the open,closed,bnh indicator from yesterday.&nbsp; The OEYGP chart 
is what could have been achieved buying an at the money call on the last buy 
signal and exiting on the last sell signal.</FONT></DIV>
<DIV><FONT size=2><FONT size=2></FONT></FONT>&nbsp;</DIV>
<DIV><FONT size=2><FONT size=2></FONT></FONT>&nbsp;</DIV>
<DIV><FONT size=2><FONT size=2>{Indicator ratio}</FONT></FONT></DIV>
<DIV><FONT size=2><FONT size=2>Inputs:&nbsp; 
BigPoint(numericsimple),nDate(yymmdd);</FONT></DIV>
<DIV><FONT size=2>Bars: BuyNHold(0);</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=2>If date&lt;= nDate then BuyNHold = Close;</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=2>If BigPoint*(Close-BuyNHold)&lt;&gt;0 then</FONT></DIV>
<DIV><FONT 
size=2>Plot1(I_ClosedEquity/(BigPoint*(Close-BuyNHold)),"C/BNH");</FONT></DIV>
<DIV><FONT size=2>Plot2(3,"3");</FONT></DIV>
<DIV><FONT size=2>Pot3(2,"2");</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV>{Indicator of Closed, Open, BuyNHold}</DIV>
<DIV>
<DIV><FONT size=2>Inputs:&nbsp; 
BigPoint(numericsimple),nDate(yymmdd);</FONT></DIV>
<DIV><FONT size=2>Vars:&nbsp; BuyNHold(0);</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=2>If date&lt;= nDate then BuyNhold = Close;</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=2>Plot1(I_OpenEquity,"OpenEquity");</FONT></DIV>
<DIV><FONT size=2>Plot2(I_ClosedEquity,"ClosedEquity");</FONT></DIV>
<DIV><FONT size=2>Plot3(0,"ZeroLine);</FONT></DIV>
<DIV><FONT size=2>Plot4(BigPoint*(Close-BuyNHold),"BuyNHold");</FONT></DIV>
<DIV>&nbsp;</DIV></DIV></FONT></BODY></HTML>
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