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

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

Column A: $ MAE
---8<---------------------------
  {Maximum adverse excursion - $ or %}
Eq:=Fml("Trade Equity GV LE");
Nd:=ExtFml("GV.GetVar","Nd");
Nd;
{Cp:=ExtFml("GV.GetVar","Cp");
Ndp:=PREC(100*Nd/Cp,1); Ndp;}
---8<---------------------------

Column B: $ MFE
---8<---------------------------
  {Maximum favourable excursion - $ or %}
Ns:=ExtFml("GV.GetVar","Ns");
Ns;
{Cp:=ExtFml("GV.GetVar","Cp");
Nsp:=PREC(100*Ns/Cp,1); Nsp;}
---8<---------------------------

Column C: Win Bars
---8<---------------------------
  {Total bars in winning trades}
ExtFml("GV.GetVar","X");
---8<---------------------------

Column D: LoseBars
---8<---------------------------
  {Total bars in losing trades}
ExtFml("GV.GetVar","Xd");
---8<---------------------------

Column E: CnscWin
---8<---------------------------
  {Maximum consecutive winning trades}
Ex:=ExtFml("GV.GetVar","Ex");
Lb:=ExtFml("GV.GetVar","Lb");
N :=ExtFml("GV.GetVar","N"); I:=Cum(Ex>-1)=2;
Up:=N>0; Dn:=N<=0 AND (Ex OR Lb);
Ca:=If(BarsSince(I OR Up)>=BarsSince(I OR Dn),0,1);
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: CnscLoss
---8<---------------------------
  {Maximum consecutive losing trades}
Ex:=ExtFml("GV.GetVar","Ex");
Lb:=ExtFml("GV.GetVar","Lb");
N :=ExtFml("GV.GetVar","N"); I:=Cum(Ex>-1)=2;
Up:=N>0; Dn:=N<=0 AND (Ex OR Lb);
Ca:=If(BarsSince(I OR Dn)>=BarsSince(I OR Up),0,1);
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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