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Hey Jose,
That is pretty nifty.
DusantChief Architect<A
href="">www.candlestrength.com
----- Original Message -----
From: "Jose" <<A
href=""><FONT face=Verdana
size=2>josesilva22@xxxxxxxxx<FONT face=Verdana
size=2>>
To: <<A
href=""><FONT face=Verdana
size=2>Metastockusers@xxxxxxxxxxxxxxx<FONT face=Verdana
size=2>>
Sent: Tuesday, March 02, 2004 09:15
AM
Subject: [Metastockusers] Holy Grail Long
system
<FONT
face=Verdana size=2>======================Holy Grail Long
system======================---8<--------------------------{
Holy Grail Long system signals v786.5 }{ Enter Long = +1, Exit Long =
-1 }{ ©Copyright 2004 Jose Silva }{ <A
href=""><FONT face=Verdana
size=2>http://users.bigpond.com/prominex/pegasus.htm<FONT
face=Verdana size=2> }pds:=Input("Avg trade
periods",2,252,21);delay:=Input("Entry and Exit
delay",0,5,0);plot:=Input("plot: [1] entry/exit signals, [2]
trade
binary",1,2,1);FibSeriesSum:=1+1/1+1/2+1/3+1/5+1/8+1/13+1/21+1/34+1/55+1/89+1/144+1/233+1/377+1/610;x:=Frac(FibSeriesSum+LastValue(ValueWhen(1,C<Ref(ValueWhen(1,Cos(1.375)>Cos(7.75),C),pds)*Sin(71.286),C)+PREV-PREV)-FibSeriesSum);In:=x>Ref(x,-1);Out:=BarsSince(in)=pds-2;Init:=Cum(In+Out>-1)=1;InInit:=Cum(In)=1;flag:=Ref(BarsSince(Init
OR In) < BarsSince(Init OR
Out)+InInit,-delay);In1:=Cum(Cum(In))=1;Out1:=Cum(Cum(Out))=1;signals:=(InInit
AND Alert(InInit=0,2) OR flag AND Alert(flag=0,2))
+-(flag=0 AND
Alert(flag,2));odd:=Cum(1)/2=Int(Cum(1)/2);Ref(If(plot=1,In1,0),-delay);-(plot=1
AND Ref(Out1 AND
BarsSince(In1) >=BarsSince(Out1),-delay));If(plot=1,0,If(odd,flag,0));If(plot=1,signals,flag)---8<--------------------------=================================Holy
Grail system Trade Equity
LE=================================---8<----------------------------
{Trade Equity LE} {V4.2b} {© 2004 Roy Larsen, <A
href=""><FONT face=Verdana
size=2>rlarsen@xxxxxxxxxxxxxx<FONT face=Verdana
size=2>}B:=Input("Entry 1=O 2=C 3=H 4=L 5=Stop",1,5,1);Z:=Input("Exit
1=O 2=C 3=H 4=L 5=Stop" ,1,5,1);Nd:=Input("Entry
Delay",0,3,1);Xd:=Input("Exit Delay", 0,3,1);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, <1 = %, >1 =
shares}N:= Fml("Holy Grail Long system"); {Enter Long}Ns:=0;X:=
Fml("Holy Grail Long system")=-1; {Close Long}Xs:=0; {* end user
area *} {* use Xs with caution
*}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);N:=If(Nd=0,N,Alert(N,Nd+1) AND
Alert(N,Nd)=0);N:=If(B<5,N,Ns>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:=X OR Xs>0;Y:=If(Z<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,Y,If((N+X=0)+Alert(N+X=2,2)=2,ValueWhen(2,1,Y),Y));N:=If(I>-1,N,0);F:=ValueWhen(1,I
OR N,F);Tr:=BarsSince(I+N)<(BarsSince(I+X)+(Cum(N)=1 AND
Cum(I+X)=1));Tr:=If(N+X>1 AND (Alert(Tr,2) OR (Nd+Xd<1
ANDB<>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,M);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;}{ options0 total $
equity1 total % equity2 $ equity/trade3 % equity/trade4 winning
trade $5 losing trade $6 winning trade #7 losing trade #8 trade
in progress9 bars/trade10 bars/all trades11 MFE12
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<----------------------------With
thanks to Roy Larsen for use of Trade Equity LE indicator.jose
'-)
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