logo
Welcome Guest! To enable all features please Login or Register.

Notification

Icon
Error

Options
Go to last post Go to first unread
Flexi  
#1 Posted : Monday, February 7, 2011 9:37:42 AM(UTC)
Flexi

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 5/27/2006(UTC)
Posts: 135

Hi,

The code below plot the individual trade return at exit bar.

How to plot the individual trade return at entry bar instead?

entry:=Cross(mov(c,10,S),mov(c,30,S));
exit:=Cross(mov(c,30,S),mov(c,10,S));

init:=Cum(IsDefined(entry+exit))=1;
flag:=ValueWhen(1,entry-exit<>0 OR init,entry);
entry:=flag*(Alert(flag=0,2)
OR entry*Cum(entry)=1);
exit:=(flag=0)*(Alert(flag,2)
OR exit*Cum(exit)=1);

Entry:=ValueWhen(1,entry,Ref(C,0)*(1+cost));
Profit:=Ref(C,0)*(1-cost)/EntryVal-1;
ProfitPer:=(flag*(-Profit)+Cum(exit*(-Profit)))*100;

Ret:=exit*Profit*100;
Ret;

mstt  
#2 Posted : Monday, February 7, 2011 11:43:25 AM(UTC)
mstt

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 7/25/2005(UTC)
Posts: 1,042

Was thanked: 57 time(s) in 54 post(s)
Hi Flexi Can you possibly provide a formula that actually works. Roy
Flexi  
#3 Posted : Tuesday, February 8, 2011 12:26:02 AM(UTC)
Flexi

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 5/27/2006(UTC)
Posts: 135

There are some bugs on the previous code. This one definitely would wk. This one plot the individual trade return on the exit bars on the 2 jpg. On 1 jpg there are the entry bars for the individual trade. Trying to plot the individual trade return on the entry bar rather than on the exit bar

https://www.yousendit.com/download/ MzZGcHBKYUk1aVpFQlE9PQ

https://www.yousendit.com/download/ MzZGcHBKYUk5NVZjR0E9PQ

https://www.yousendit.com/download/ MzZGcHBKYUlvQUkwTVE9PQ

entry:=Cross(Mov(C,10,S),Mov(C,30,S));
exit:=Cross(Mov(C,30,S),Mov(C,10,S));

init:=Cum(IsDefined(entry+exit))=1;
flag:=ValueWhen(1,entry-exit<>0 OR init,entry);
entry:=flag*(Alert(flag=0,2)
OR entry*Cum(entry)=1);
exit:=(flag=0)*(Alert(flag,2)
OR exit*Cum(exit)=1);

EntryVal:=ValueWhen(1,entry,Ref(C,0));
Profit:=Ref(C,0)/EntryVal-1;
ProfitPer:=(flag*(-Profit)+Cum(exit*(-Profit)))*100;

Ret:=exit*Profit*100;
Ret;
Users browsing this topic
Guest (Hidden)
Forum Jump  
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.