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PushPOP dll - more explanation

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   Yesterday,  I  wrote to publicly thank Robert Linders for
   generously  sharing his DLL.  In that message I mentioned
   that one useful application for the PushPOP is to combine
   equity  curves.   I've had a surprising number of private
   messages asking for more detail.

   Rather  than  sending many private messages, I thought it
   might  be  helpful  to  post  this  to  the  list  as  an
   aggregated  response  to the several people who asked.  I
   hope  the list doesn't mind; furthermore, I apologize for
   the  less than personal replies to everyone who wrote me.
   I  hope  what follows covers what each person was curious

   You'll find Robert's PushPOP dll and description at Colin
   West's website (thanks to Colin as well for this valuable
   Robert's  explanation  on  that page is very thorough and
   helpful.  When  you unzip the download file, make sure to
   copy  both  the  Pushpop.dll  and the c55runx.dll to your
   Omega Program directory.

   I  will  proceed  from  here  with  a  simple  example of
   combining  the equity curve of two different systems.  It
   should  be  fairly  straightforward  to extend this to as
   many  as  you  like.   (My  assumption  is that these are
   independent signals and trades.)

   For this case, you'll need three charts in the workspace.
   The  first  two will contain data from the market you are
   trading   with   the   strategy/system   applied  to  its
   respective  chart.  I'll  say  ES  and NQ are chart 1 and
   chart  2.  In  your  EasyLanguage  code for each of these
   applied  systems,  you'll  need to add something like the

        {Push Profit Results to indicator************}
        Inputs:  ReferenceNr(56);

        DefineDLLFunc:  "PUSHPOP.DLL",  VOID,  "PUSH", LONG,
        DefineDLLFunc:   "PUSHPOP.DLL",  VOID,  "PUSHCLEAN",

        If currentbar=1 then PushClean(ReferenceNr);

        PUSH(ReferenceNr, DATE, TIME, NetProfit);

   Essentially, this pushes the equity curve outside of this
   chart  and  makes  it  available  for use elsewhere, i.e.
   globally.   You  can push any number of things out of the
   chart,  using  different  ReferenceNr's.  I'll talk later
   about how this might be useful.

   After  you have your two charts, ES and NQ pushing equity
   out for use, you'll need a third chart, into which you'll
   "POP" those results.

   You  can  create a third chart with anything as data1, as
   long  as  you  have enough of a time period of historical
   data  and intraday detail, if you are using that in chart
   1  or  2.   Usually, the same data from either chart 1 or
   two  will  work  nicely.   Plot  this and designate it as

   Create  an  indicator in the PowerEditor.  Your code will
   look something like this:

    Inputs:  System1(56),
    {Numbers  and  names  at your discretion here, just make
    sure  to  match  the  RefNumbers  you've  chosen for the
    "PUSH" values in your systems}


    Vars:    EQT(0);


    Plot1(EQT,"Net Equity",Yellow,Default,1);

   Insert  this  indicator  on  your chart 3, and voila, you
   have the aggregate equity plot of multiple systems.

   If  you  want  to  incorporate  position  sizing or money
   management into this indicator, you could PUSH your entry
   signals  and  marketposition  size times price for equity
   already committed into that third chart and make whatever
   evaluations  you want in the indicator. Instead of adding
   the  NetProfit,  you'll need to PUSH the trade profit and
   add  the results (or multiples of the result for position
   sizing) of those trades which you took.

   As  you  can  see, the possibilities are numerous for the
   many different uses of Robert's .dll.

Dave Nadeau
Fort Collins, CO