Re: RT_GEN - System Equity and the Holy G.

["BrentinUtahsDixie" <brente@xxxxxxxxxxxx>]

>"Have fun making modifications."

I had a little fun and I made 2 quick changes. (code below) I put in a
divide input so that I can divide the Perfect trades Plot by whatever number
I want to input that way I can make the plot more relevant to my
embarrassingly low profits. Simply input 2 to divide it into half, 4 for
quarters etc. Secondly, I added an Invert Input for the buy and hold,
because I might want to sell and hold. Buy changing the input to -1 it
inverts the buy and hold to a sell and hold plot. Bob's original indicator
had extra zero brackets that I had to remove to get verification. So beware
of this if you cut and paste the code.

I was thinking lately just what a true Holy Grail system would do. Defining
it is an interesting problem in itself. If a perfect system would buy and
sell the close to close values then ok. But what about the daily range?
Wouldn't a perfect system want to buy/sell the highs/lows every day? Of
course any thinking individual would be quick to point out that doing such a
thing is impossible, even if you had perfect foreknowledge you certainly
wouldn't be filled at the high and low every day. So I'm just saying that
the perfect system has to be a very carefully balanced thing in order to
work perfectly in real time, and being balanced it is not likely to capture
perfect profits no matter what it does. In fact striving for a perfect
system is mostly a counter productive thing to do as I think about it.


Brent


Inputs:  BigPoint(100),nDate(990101),PL(1),Divide(1),Invert(1);
Vars:  BuyNhold(0),CDD(0),CDDI(0);
If Date <= nDate then BuyNhold = close;
If Date <= nDate then
CDDI = Cum(BigPoint*(AbsValue(C-C[1])));

If Date > nDate then begin
CDD= Cum(BigPoint*(AbsValue(C-C[1]))) - CDDI;  {this makes the plot zero
prior to the system start date}
If PL=1 then            {this enables the cumulative close to close daily
difference plot}
Plot3(CDD/Divide,"CDD");
If PL=0 then            {this disables the cumulative close to close daily
difference plot}
Plot3(0,"CDD");
end;

Plot1(I_OpenEquity,"OpenEquity");
Plot2(I_ClosedEquity,"ClosedEquity");
Plot4(BigPoint*(Close-BuyNhold)*Invert,"BuyNhold");