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GEN - System Equity Indicator



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<DIV><FONT size=2>Just testing the MB realtraders listserver.</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=2>Last week I was fooling around with the TS4 system equity 
indicator and thought it would be a bit more useful if it displayed some more 
information.&nbsp; The canned system indicator displayed open and closed system 
equity.&nbsp; There are three modifications that make it a bit more 
useful.&nbsp; One is to add an nDate(YYMMDD) input to the system(s) and then add 
these lines of code to the system:&nbsp; </FONT></DIV>
<DIV><FONT size=2></FONT>&nbsp;</DIV>
<DIV><FONT size=2>If Date&gt;= nDate then begin</FONT></DIV>
<DIV><FONT size=2>&lt;system&gt;</FONT></DIV>
<DIV><FONT size=2>end;</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=2>Also add the nDate( ) input to the system indicator for 
starting the "perfect trades" part of the indicator.&nbsp; The perfect trades 
captures all the close to close changes for end of day systems.&nbsp; Caution, 
this guy is no programmer so there must be better cleaner more correct ways to 
do all this.&nbsp;Feel free to improve it.  Anyway let's move on with 
laughter.&nbsp; Here is the indicator code that plots four lines.&nbsp; Open 
equity, Closed equity, buy and hold, cumulated close to close. The PL input 
enables the Perfect trade equity plot if set to a "1" and disables if set to a 
"0". The reason for this is the cumulated close to close line will make your 
system and buy and hold lines embarrassingly little unless you do infact have a 
perfect system.&nbsp; Besides it takes up vertical space in the 
plot.</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=2>Inputs:&nbsp; BigPoint(100),nDate(990101),PL(1);</FONT></DIV>
<DIV><FONT size=2>Vars:&nbsp; BuyNhold(0),CDD(0),CDDI(0);</FONT></DIV>
<DIV><FONT size=2>If Date &lt;= nDate then BuyNhold = close;</FONT></DIV>
<DIV><FONT size=2>If Date &lt;= nDate then </FONT></DIV>
<DIV><FONT size=2>CDDI = Cum(BigPoint*(AbsValue(C-C[1]))));</FONT></DIV>
<DIV><FONT size=2></FONT>&nbsp;</DIV>
<DIV><FONT size=2>If Date &gt;&nbsp;nDate then begin</FONT></DIV>
<DIV><FONT size=2>CDD= Cum(BigPoint*(AbsValue(C-C[1])))) - CDDI;&nbsp; {this 
makes the plot zero prior to the system start date}</FONT></DIV>
<DIV><FONT size=2>If PL=1 
then&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; {this 
enables the&nbsp;cumulative close to close daily difference plot}</FONT></DIV>
<DIV><FONT size=2>Plot3(CDD,"CDD"); </FONT></DIV>
<DIV><FONT size=2>If PL=0 
then&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; {this 
disables the&nbsp;cumulative close to close daily difference plot}</FONT></DIV>
<DIV><FONT size=2>Plot3(0,"CDD");&nbsp;&nbsp;&nbsp;&nbsp; </FONT></DIV>
<DIV><FONT size=2>end;</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=2>Plot1(I_OpenEquity,"OpenEquity");</FONT></DIV>
<DIV><FONT size=2>Plot2(I_ClosedEquity,"ClosedEquity");</FONT></DIV>
<DIV><FONT size=2>Plot4(BigPoint*(Close-BuyNhold),"BuyNhold");</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=2>Attached is a .gif illustrating the indicator in the bottom 
plot.</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=2>Have fun making modifications,</FONT></DIV>
<DIV><FONT size=2>BobRoeske</FONT></DIV>
<DIV>&nbsp;</DIV></BODY></HTML>
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