Hello,
i realise that you only like to give limited coding assistance but i believe the bulk of the coding has been done. I am trying to get a Money Management system that trades the equity code of a system on each individual futures contract it is applied too.
The MM system presently looks at the regression of the equity curve for the last N number of trades. The code below is placed in the strategy code:
This then passes a value to the MM system which places the regression values into quartiles and then passes the new Position size back to the strategy. See below for this code:
One of the issues i have is when i try to verify this code i get an error code back saying:
"assignment is allowed only for variables or array elements
line 2, column 0"
I'd very much appreciate if you could help me understand where on earth i am going wrong with this. I'll be honest this is entirely my own code
Thanks Charlie
Equity Curve Trading
- Henry MultiСharts
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Re: Equity Curve Trading
Hello Charlie,
First of all you need to remove the square brackets at the beginning and at the end of the code. Then you need to declare the variables/inputs that are not declared in the pieces of code you have provided.
First of all you need to remove the square brackets at the beginning and at the end of the code. Then you need to declare the variables/inputs that are not declared in the pieces of code you have provided.
Re: Equity Curve Trading
viewtopic.php?f=1&t=49287&p=119431#p119431Hello,
i realise that you only like to give limited coding assistance but i believe the bulk of the coding has been done. I am trying to get a Money Management system that trades the equity code of a system on each individual futures contract it is applied too.
The MM system presently looks at the regression of the equity curve for the last N number of trades. The code below is placed in the strategy code:
This then passes a value to the MM system which places the regression values into quartiles and then passes the new Position size back to the strategy. See below for this code:
One of the issues i have is when i try to verify this code i get an error code back saying:
"assignment is allowed only for variables or array elements
line 2, column 0"
I'd very much appreciate if you could help me understand where on earth i am going wrong with this. I'll be honest this is entirely my own code
Thanks Charlie
It looks like you copied my code almost verbatim from another post and are taking it out of context. You have just a snippet of the moving pieces you need to make this work.
Last edited by The9000 on 21 Apr 2016, edited 1 time in total.
- TJ
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Re: Equity Curve Trading
When you pinch someone's code, you should always give credit, and to cite the source. How difficult is that? It is merely a respect for other's hard work, and to show appreciation for the author's generosity of sharing.