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Re: [EquisMetaStock Group] max total equity drawdown related question



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Hi Ukto
 
 
My LE (Long Equal) and SE (Short Equal) Trade Equity formulas can do that if you can provide the entry, exit and position sizing formulas. The DE (Dual long and short) formula does not have an equivalent display module so can't display the range of 22 options that are possible for the "Trade Equity GV LE" and "Trade Equity GV SE" indicators. The following document briefly describes the range of display options for Trade Equity GV LE. That's followed by the user section of the Trade Equity GV LE indicator. Be sure to add an output if you want to get the feel of the Parameters window. All Tarde equity formulas are available on request. Sadly the current versions of TE formulas are not available from my website.
 
 
Regards
 
Roy
 
 
 
 
 {Trade Equity LE Display Options}
 {2004-2008, Roy Larsen}
 {Use this document as a guide for setting}
 {the "F" variable and display options}
 {in the Trade Equity GV LE indicator}
 
{The "F" variable allows position sizing to be set by an
 external formula, if desired, and with it the user can:
a, apply all capital to a trade
b, apply a fraction of capital to a trade
c, trade a stipulated number of shares
d, trade whole shares up to limit of capital
e, trade whole shares with fraction of capital.}
 
{** Position size options for "F" variable:
 > 1 and <-1, buy Abs(F) shares
 = 1, Cp*F - use all capital
 > 0 and < 1, Cp*F - use "F" fraction of capital
 < 0 and >-1, Cp*F - as above, whole shares only
 =-1, Cp*F - use all capital, whole shares only}
 
{The Trade Equity LE Display indicator allows
various Trade Equity statistics to be plotted
directly on an open chart. To enable the Display
module for Trade Equity GV LE, braces must be
removed from "Trade Equity GV LE Display ("see
last line of the Trade Equity GV LE indicator)
and placed around M (normal output also on the
last line of Trade Equity GV LE).}
 
{** Display options:
 0, $ gross profit or loss
 1, $ net profit or loss - excludes capital (Cp)
 2, $ equity gain or loss per trade
 3, % equity gain or loss per trade
 4, $ gain from winning trades
 5, $ loss from losing trades
 6, # of winning trades
 7, # of losing trades
 8, trade is currently active
 9, bars in each trade
 10, total bars in all trades
 11, maximum favorable excursion
 12, maximum adverse excursion
 13, % gross profit or loss
 14, maximum $ risk per trade
 15, maximum % risk per trade
 16, maximum $ risk across all trades
 17, maximum % risk across all trades
 18, cost of last position entered (F)
 19, $ return at years end
 20, % return at years end
 21, $ return at current-date end-of-year
 22, % return at current-date end-of-year}
{** end of document}
 
 
 {Trade Equity GV LE}{V7}
 {2003-2008, Roy Larsen}
I:=Input("TE Display Option 0-22",0,22,0);
B:=Input("Buy 1=O 2=C 3=H 4=L 5=Stop",1,5,2);
Z:=Input("Sell 1=O 2=C 3=H 4=L 5=Stop",1,5,2);
A:=Input("Cost Divisor, 1-10000 [0-4]",0,4,0);
Cn:=Input("In/Out Cost/Pips",0,999999,030030);
Nd:=Input("In/Out Delays",0,55,00);
Cp:=5000;{size}
F:=1;{Cp factor}
N:= FmlVar("MSTT Profit Tracker","N");
Ns:=0;
X:= 0;
Xs:=Fml("Ice Intellistop 5");
 {end user area}
 
 
----- Original Message -----
From: Utku Eke
Sent: Thursday, July 02, 2009 7:40 PM
Subject: [EquisMetaStock Group] max total equity drawdown related question

Hi to everybody,

I want metastock to show the drawdown of any system ( in $ and % )  in the chart. (Maybe a new indicator related with "performance function") But unfortunately  i could not make  it happen.
What kind of a coding can do that. Any help will be appreciated.
Thx

Utku
 
                                                                               
 “That which hath been is what will be,
    that which is done is what will be done,
    and there is nothing new, under the sun.”




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