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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.
Below it is the open,closed,bnh indicator from yesterday. 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> </DIV>
<DIV><FONT size=2><FONT size=2></FONT></FONT> </DIV>
<DIV><FONT size=2><FONT size=2>{Indicator ratio}</FONT></FONT></DIV>
<DIV><FONT size=2><FONT size=2>Inputs:
BigPoint(numericsimple),nDate(yymmdd);</FONT></DIV>
<DIV><FONT size=2>Bars: BuyNHold(0);</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>If date<= nDate then BuyNHold = Close;</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>If BigPoint*(Close-BuyNHold)<>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> </DIV>
<DIV>{Indicator of Closed, Open, BuyNHold}</DIV>
<DIV>
<DIV><FONT size=2>Inputs:
BigPoint(numericsimple),nDate(yymmdd);</FONT></DIV>
<DIV><FONT size=2>Vars: BuyNHold(0);</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>If date<= nDate then BuyNhold = Close;</FONT></DIV>
<DIV> </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> </DIV></DIV></FONT></BODY></HTML>
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Attachment Converted: "c:\eudora\attach\SYSequ.gif"
Attachment Converted: "c:\eudora\attach\Oeygp.gif"
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