==================== Trade Equity GV LE 2 ==================== This is the second of four explorations built to report various trading system statistics on multiple stocks using the 'Trade Equity GV LE' indicator as a reference. {Trade Equity GV LE 2} {© 2003 Roy Larsen} {rlarsen@man.quik.co.nz} Column A: #BarsOut ---8<--------------------------- {Bars out} Eq:=Fml("Trade Equity GV LE"); Tr:=ExtFml("GV.GetVar","Tr"); Cum(Tr>-1)-Cum(Alert(Tr,2)); ---8<--------------------------- Column B: #TotBars ---8<--------------------------- {Explored bars total} I:=ExtFml("GV.GetVar","I"); Cum(I>-1); ---8<--------------------------- Column C: $ Costs ---8<--------------------------- {Commissions paid} Cn:=ExtFml("GV.GetVar","Cn"); Cx:=ExtFml("GV.GetVar","Cx"); En:=ExtFml("GV.GetVar","En"); Ex:=ExtFml("GV.GetVar","Ex"); Cum(En*Cn+Ex*Cx); ---8<--------------------------- Column D: Buy/Hold ---8<--------------------------- {Buy & hold profit/loss, first bar or signal} Cn:=ExtFml("GV.GetVar","Cn"); Cp:=ExtFml("GV.GetVar","Cp"); Tr:=ExtFml("GV.GetVar","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 :=ExtFml("GV.GetVar","N"); Gn:=Cum(If(N>0,N,0)); Ls:=Cum(If(N<0,N,0)); 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} ExtFml("GV.GetVar","Tr"); ---8<--------------------------- http://www.metastocktips.co.nz/