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[Metastockusers] Re: Equity line



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From
http://users.bigpond.com/prominex/pegasus.htm#roy

---8<---------------------------

  {Trade Equity LE}
 {V4.2a, © 2003 Roy Larsen}
 {rlarsen@xxxxxxxxxxxxxx}
B:=Input("Entry 1=O 2=C 3=H 4=L 5=Stop",1,5,2);
Z:=Input("Exit 1=O 2=C 3=H 4=L 5=Stop" ,1,5,2);
Nd:=Input("Entry Delay",0,3,0);
Xd:=Input("Exit Delay", 0,3,0);
Cn:=Input("Entry / Exit Costs",0,9999,3434);
En:=Input("Display Options 0-12",0,12,0);
Cp:=10000; {* trade capital, 0 = points only}
F:=1; {* position size}
N:=RSI(C,14)<30; {MS entry}
Ns:=0;;
X:=RSI(C,14)>70; {MS exit}
Xs:=0;
  {* end user area *}
F:=If(F=0,1,F);
Ns:=(B=5)*Ns;
Cx:=Cn-100*Int(Cn/100);
Cn:=Int(Cn/100);
M:=If(Ns>0,Ns,If(B=1,O,If(B=3,H,If(B=4,L,C))));
N:=N AND Alert(N=0,2);
X:=If(Z<5,X AND Alert(X=0,2),0);
F:=ValueWhen(1,(N+Ns)>0 OR Cum((N+Ns)>-1),F);
N:=If(Nd=0,N,Alert(N,Nd+1) AND Alert(N,Nd)=0);
N:=If(B=5 AND Ns>0,1,If(B<5,N,0));
Y:=If(Xs>0,Min(H,Max(L,Xs)),
If(Z=1,O,If(Z=3,H,If(Z=4,L,C))));
X:=If(Xd=0,X,Alert(X,Xd+1) AND Alert(X,Xd)=0);
X:=If(Xs>0,1,X);
Y:=If(Z<5 AND B=5 AND X=0,C,Y);
Y:=If(Xs>0 AND N AND X,Xs,Y);
I:=Cum((N+X)>-1)=1;
Y:=If(I OR (Alert(N AND X,2))=0,Y,ValueWhen(2,1,Y));
N:=If(I>-1,N,0);
Tr:=BarsSince(I+N>0)<(BarsSince(I+X>0)+(Cum(N)=1 AND Cum(I+X)=1));
Tr:=If(N+X>1 AND (Alert(Tr,2) OR (Nd+Xd<1 AND
B<>2 AND Z>1 AND (Max(B,Z)>4 OR B<>Z))),1,Tr);
Nd:=En;
En:=Tr+Alert(Tr=0,2)=2 OR I;
Ex:=Tr=0 AND Alert(Tr,2);
M:=If(I AND N=0,C,M);
Lb:=Alert(Tr,2) AND LastValue(Cum(1))=Cum(1);
A:=ValueWhen(1,En,If((B=5)+N+X=3,M,Max(O,M)));
A:=If(B<5,ValueWhen(1,En,M),A);
F:=ValueWhen(1,En,If(F<1,Cp*F,If(F>1, (A*F)+Cn,Cp)));
En:=Tr+(Alert(Tr=0,2)+I>0)=2;
Z:=Nd;
N:=If(Ex+Lb>0,If(Cp=0,Y-A-Cn-Cx,(F-Cn)*(Y/A)-F-If(Ex,Cx,0)),0);
B:=If(Alert(Tr,2),1+BarsSince(En OR I),0);
Xs:=If(Alert(Tr,2),If(Cp=0,Y-A,(F-Cn)*(Y/A)-F-If(Ex,Cx,0)),0);
Nd:=LowestSince(1,I,Xs);
Ns:=HighestSince(1,I,Xs);
X:=Cum((Ex+Lb>0 AND N>0)*B);
Xd:=Cum((Ex+Lb>0 AND N<=0)*B);
M:=Cum(N)+Cp+(Tr AND Lb=0)*
If(Cp=0,Y-A-Cn,(F-Cn)*(Y/A)-F);{M}
{options
0 total $ equity
1 total % equity
2 $ equity/trade
3 % equity/trade
4 winning trade $
5 losing trade $
6 winning trade #
7 losing trade #
8 trade in progress
9 bars/trade
10 bars/all trades
11 MFE
12 MAE}
If(Z=0,M,
If(Z=1,100*(M-Cp)/Cp,
If(Z=2,N+M-Cp-Cum(N),
If(Z=3,100*(N+M-Cp-Cum(N))/Cp,
If(Z=4,Cum((N>0)*N),
If(Z=5,Cum((N<0)*N),
If(Z=6,Cum(N>0),
If(Z=7,Cum(Ex+Lb>0 AND N<=0),
If(Z=8,Tr,
If(Z=9,BarsSince(I OR Alert(Tr,2)=0)*Alert(Tr,2),
If(Z=10,Cum(Alert(Tr,2)),
If(Z=11,Ns,Nd))))))))))));

---8<---------------------------

Ask Roy about his Short Equity indicators.

jose '-)


>   --- In Metastockusers@xxxxxxxxxxxxxxx, "Curroleo" <curroleo@xxxx> 
>   wrote:
>   > Hi everyone,
>   > 
>   > I got a question and I´d would appreciate suggestions.
>   > I wonder if it´s possible to plot an equity line as an indicator 
>   with the parameters of a trading system.
>   > 
>   > For example, How to do it with a system such as,
>   > Enter long: rsi(c,14)<30
>   > Close long:rsi(c,14)>70
>   > Enter short: rsi(c,14)>70
>   > Close short:rsi(c,14)<30
>   > 
>   > Thank you in advance.



 

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