Hi Nino-
I have a reasonable skill in MS but am unfamiliar with some of your code and would like to know what I'm doing. Can you also give me an over-view of your thought process?
For example,
((Ref(C,4)/C)-1)*100) - can you explain the intent here? The line works in 6.52 but cannot be dissected; The
term ref(c,4)/c)-1) seems to puzzle me. Is it in fact the future value of C four periods hence, projected from yesterday?
In Col B, I am getting negative numbers for some stocks. Should I be?
Thanks again,
Brian
nino branchi <ninbra2@xxxxxxxx> wrote:
col A:
pat1:=C>L+(H-L)*0.62
AND Ref(C,-1)=LLV(C,3)
AND Ref(C-O,-1)<0 AND Ref(C-O,-2)<0;
epx:=If(pat1=1,((Ref(C,4)/C)-1)*100,0);
LastValue(Cum(epx));
colB:
pat1:=C>L+(H-L)*0.62
AND Ref(C,-1)=LLV(C,3)
AND Ref(C-O,-1)<0 AND Ref(C-O,-2)<0;
LastValue(Cum(pat1));
colC
:pat1:=C>L+(H-L)*0.62
AND Ref(C,-1)=LLV(C,3)
AND Ref(C-O,-1)<0 AND Ref(C-O,-2)<0;
epx:=If(pat1=1,((Ref(C,4)/C)-1)*100,0);
LastValue(Cum(epx))/LastValue(Cum(pat1))
pat1 is an example of your strategy
epx calcola il rendimento
percentuale che si sarebbe ottenuto
comprando sul verificarsi del pat1
e vendendo in chiusura dopo 4 sedute.
La variabile galo(colA) infine
restituisce il risultato totale dei gain/loss
cumulati con la strategia di pat1 La variabile galo infine
restituisce il risultato totale dei gain/loss
cumulati con la strategia di pat1
npat1(colB)
il numero totale di segnali generati.
brian carter <briankenyn2@xxxxxxxxx> ha scritto:
Hi-
I am trying to use Explorer to measure the effectiveness of a trading scheme over a portfolio of stocks. What I would like to do is, for a given entry formula, measure the gain "n" days from entry and cumulate the points gained or lost to current date.
Any ideas would be appreciated.
Thanks, Brian
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