Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 1/19/2005(UTC)
Posts: 1,065
Location: Koh Pha-Ngan, Earth
Was thanked: 2 time(s) in 2 post(s)
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This update now includes a real %pa performance option.
[code:1:ebc843ef8c]
================================
Trendline - yearly %pa benchmark
================================
---8<------------------------------------------
{ Trendline - yearly performance benchmark v3.0
Option "[1]Calendar days" will plot an uneven
trendline on charts with missing data bars.
©Copyright 2005 Jose Silva.
The grant of this license is for personal use
only - no resale or repackaging allowed.
All code remains the property of Jose Silva.
http://www.metastocktools.com }
{ User inputs }
StDay:=Input("start Day",1,31,1);
StMnth:=Input("start Month",1,12,7);
StYear:=Input("start Year",1800,2200,2005);
growth:=Input("Trendline Yearly Growth %pa",
-1000,1000,20);
type:=Input("Trendline based on: [1]Calendar days, [2]Bars",1,2,1);
plot:=Input("[1]TrendLine, [2]Real %pa, [3]Tline-Real Diff",1,3,1);
{ Date signal }
active:=Year()>StYear
OR (Year()=StYear AND (Month()>StMnth
OR Month()=StMnth AND DayOfMonth()>=StDay));
date:=active AND Alert(active=0,2) OR Cum(1)=1;
signal:=date AND Cum(date)=LastValue(Cum(date));
{ Close at date signal }
signalVal:=ValueWhen(1,signal,C);
{ Calendar day counter }
limit:=2000;
LimLeap:=Frac(limit/4)=0 AND Frac(limit/100)<>0
OR Frac(limit/400)=0;
NoCount:=limit*365+Int(limit/4)
-Int(limit/100)+Int(limit/400)-LimLeap;
leap:=Frac(Year()/4)=0 AND Frac(Year()/100)<>0
OR Frac(Year()/400)=0;
y:=Year()*365+Int(Year()/4)
-Int(Year()/100)+Int(Year()/400)-NoCount;
m:=
If(Month()=2,31-leap,
If(Month()=3,59,
If(Month()=4,90,
If(Month()=5,120,
If(Month()=6,151,
If(Month()=7,181,
If(Month()=8,212,
If(Month()=9,243,
If(Month()=10,273,
If(Month()=11,304,
If(Month()=12,334,
-leap)))))))))));
DayNr:=y+m+DayOfMonth();
{ Yearly growth % trendline }
growth:=growth/If(type=1,365,252);
counter:=If(type=2,BarsSince(signal),
DayNr-ValueWhen(1,signal,DayNr));
trend:=signalVal*(1+counter*growth/100);
{ Actual %pa performance }
actual:=(C/signalVal-1)*36500
/Max(DayNr-ValueWhen(1,signal,DayNr),.000001);
trend:=If(plot=1,trend,counter*growth);
{ Trendline on price chart, other in own window}
If(plot=3,actual-trend,trend);
If(plot=1,trend,If(plot=2,actual,actual-trend))
---8<------------------------------------------
[/code:1:ebc843ef8c]
jose '-)
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