=================
Trade Equity LE 2
=================

This is the second of four explorations built to report various trading
system statistics on multiple stocks using the 'Trade Equity LE'
indicator as a reference.


  {Trade Equity LE 2}
  {© 2003 Roy Larsen}
  {rlarsen@man.quik.co.nz}

Column A: #BarsOut
---8<---------------------------
  {Bars out}
Tr:=FmlVar("Trade Equity LE","Tr");
Cum(Tr>-1)-Cum(Alert(Tr,2));
---8<---------------------------

Column B: #TotBars
---8<---------------------------
  {Explored bars total}
I:=FmlVar("Trade Equity LE","I");
Cum(I>-1);
---8<---------------------------

Column C: $ Costs
---8<---------------------------
  {Commissions paid}
Cn:=FmlVar("Trade Equity LE","Cn");
Cx:=FmlVar("Trade Equity LE","Cx");
En:=FmlVar("Trade Equity LE","En");
Ex:=FmlVar("Trade Equity LE","Ex");
Cum(En*Cn+Ex*Cx);
---8<---------------------------

Column D: Buy/Hold
---8<---------------------------
  {Buy & hold profit/loss, first bar or signal}
Cn:=FmlVar("Trade Equity LE","Cn");
Cp:=FmlVar("Trade Equity LE","Cp");
Tr:=FmlVar("Trade Equity LE","Tr");
Ea:=ValueWhen(1,Cum(1)=1 {OR Cum(Tr)=1} ,C);
Ea:=LastValue(Ea); Xp:=LastValue(C);
If(Cp>0,((Cp-Cn)*(Xp/Ea))-Cp,(Xp-Ea));
---8<---------------------------

Column E: P Index
---8<---------------------------
  {Profit index}
N :=FmlVar("Trade Equity LE","N");
Gn:=Cum((N>0)*N); Ls:=Cum((N<0)*N);
Gn:=If(Gn=0,-1,Gn);
If(Gn=-1,0,PREC(100*(Gn+Ls)/Gn,1));
---8<---------------------------

Column F: In Trade
---8<---------------------------
  {Currently in a trade}
FmlVar("Trade Equity LE","Tr");
---8<---------------------------

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