=================
Trade Equity LE 3
=================

This is the third 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 3}
  {© 2003 Roy Larsen}
  {rlarsen@man.quik.co.nz}

Column A: $Max DD
---8<---------------------------
  {Maximum open trade drawdown}
FmlVar("Trade Equity LE","Nd");
---8<---------------------------

Column B: $MaxProf
---8<---------------------------
  {Maximum open trade profit}
FmlVar("Trade Equity LE","Ns");
---8<---------------------------

Column C: Win Bars
---8<---------------------------
  {Total bars in winning trades}
FmlVar("Trade Equity LE","X");
---8<---------------------------

Column D: LoseBars
---8<---------------------------
  {Total bars in losing trades}
FmlVar("Trade Equity LE","Xd");
---8<---------------------------

Column E: Max Win
---8<---------------------------
  {Maximum consecutive winning trades}
Ex:=FmlVar("Trade Equity LE","Ex");
Lb:=FmlVar("Trade Equity LE","Lb");
N :=FmlVar("Trade Equity LE","N");
I :=Cum(Ex>-1)=2;
Up:=N>0; Dn:=N<=0 AND (Ex OR Lb);
Ca:=BarsSince(I OR Up)<BarsSince(I OR Dn);
Ct:=Cum(Cross(Up,0.5))-ValueWhen(1,I OR (Ca AND
Alert(Ca=0,2)) OR (Ca=0 AND
Alert(Ca,2)),Cum(Cross(Up,0.5)));
Cup:=If(Ca,Ct+1,Ct); HighestSince(1,I,Cup);
---8<---------------------------

Column F: Max Lose
---8<---------------------------
  {Maximum consecutive losing trades}
Ex:=FmlVar("Trade Equity LE","Ex");
Lb:=FmlVar("Trade Equity LE","Lb");
N :=FmlVar("Trade Equity LE","N");
I :=Cum(Ex>-1)=2;
Up:=N>0; Dn:=N<=0 AND (Ex OR Lb);
Ca:=BarsSince(I OR Dn)<BarsSince(I OR Up);
Ct:=Cum(Cross(Dn,0.5))-ValueWhen(1,I OR (Ca AND
Alert(Ca=0,2)) OR (Ca=0 AND
Alert(Ca,2)),Cum(Cross(Dn,0.5)));
Cdn:=If(Ca,Ct+1,Ct); HighestSince(1,I,Cdn);
---8<---------------------------

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