How to simulate I_NetProfit and I_CloseEquity ?

Questions about MultiCharts and user contributed studies.
2haerim
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How to simulate I_NetProfit and I_CloseEquity ?

Postby 2haerim » 22 Jan 2009

I know these I_xxx functions are not supported yet.

Is there any alternative way to get such values?

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Marina Pashkova
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Postby Marina Pashkova » 26 Jan 2009

Hi HaeRim,

i_functions will be available shortly.

wullenweber helmut
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Postby wullenweber helmut » 27 Jan 2009

@2haerim

Take a look at my posting in this thread.

http://forum.tssupport.com/viewtopic.php?t=4950&highlight=pushpop+dll

2haerim
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Postby 2haerim » 27 Jan 2009

hellmut,

Thank you very much.

I will give it a try.

Happy New Year! (We celebrate Lunar New Year here in Korea)

2haerim
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Postby 2haerim » 27 Jan 2009

Helmut,

4. Create a new chart as follows
- Data1: Market you want to trade, in this case Bund Future.
- Data2: Again Bund Future, hide display.
- insert Indikator “Plot Equity Curve” Subchart 2


Why Data2, not Data1?

Do I really need Data2 for this to work?

wullenweber helmut
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Postby wullenweber helmut » 28 Jan 2009

@2haerim

You are right, there is no need for data2 to plot the numbers from data1 system.

Recommended reading: "Advanced Trading Rules" by Emmanuel Acar & Stephen Satchell. Felix Gasser writes about "The need for performance evaluation in technical analysis" and describes his idea of an Draw Down Indicator incl. Easylanguage code to send the draw down data to an ASCII file.

Enjoy!

Helmut

2haerim
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Postby 2haerim » 28 Jan 2009

Helmut,

thank you again for removing my confusion so promptly.

Is there any link for the reference about Drawdown indicator?


HaeRim

wullenweber helmut
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Postby wullenweber helmut » 30 Jan 2009

@HaeRim

I have no other reference than the book. Take a look at my indicator here.

Code: Select all

{Indicator: Plot Equity Curve}

Inputs:   Style(0), System1(01);
{make sure to match the RefNumbers you've chosen for the "PUSH" values in your systems}


DefineDLLFunc: "PUSHPOP.DLL", DOUBLE, "POPLAST", LONG, LONG, LONG;
DefineDLLFunc: "PUSHPOP.DLL", DOUBLE, "POP", LONG, LONG, LONG;

Vars: InitCapital(100000), EQT(0), Drawdown(0);

EQT = POPLAST(System1,DATE,TIME)+InitCapital;

//Calculates Draw Down and Max. Draw Down in percent
var: HighEquity(0),DD(0),MxDD(0),PrcDD(0),MxPrcDD(0);

if EQT > HighEquity then HighEquity = EQT;
   DD = HighEquity - EQT;
If DD > MxDD then MxDD = DD;
If HighEquity <> 0 then PrcDD = DD /(HighEquity/100);
If PrcDD > MxPrcDD then MxPrcDD = PrcDD;


if Style = 0 then
   Plot1(EQT,"Net Equity",Yellow,Default,1);
if Style = 1 then
   Plot1(Round(Neg(PrcDD),1),"Current%DD");
   
//Send numbers to file
If BarNumber = 1 then FileDelete("C:\Temp\EQT.csv");
if d > d[1] then print(File("C:\Temp\EQT.csv"),
      ELDateToString(date[1]),";",   EQT :0:0,";", Neg(PrcDD) :0:2,";");



//Copy this code to the end of your signal:
{{Push Profit Results to indicator**********************************}

Inputs:      ReferenceNr(01);

DefineDLLFunc: "PUSHPOP.DLL", VOID, "PUSH", LONG, LONG, LONG, DOUBLE;
DefineDLLFunc: "PUSHPOP.DLL", VOID, "PUSHCLEAN", LONG;

If currentbar=1 then PushClean(ReferenceNr);

PUSH(ReferenceNr, DATE, TIME, NetProfit); }

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MC_Prog
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Postby MC_Prog » 04 Feb 2009

i_functions will be available shortly.

Does this mean they will be part of the release coming in Feb?

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Marina Pashkova
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Postby Marina Pashkova » 13 Feb 2009

Hi MC_Prog,

I_AvgentryPrice, I_ClosedEquity, I_CurrentContracts(I_CurrentShares), I_MarketPosition, I_OpenEquity will be available in the upcoming MC 5.0 beta due in a few days and it will be available in the release planned for late February - early March.

brodnicki steven
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Postby brodnicki steven » 13 Feb 2009

That's great news Marina, thanks !

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MC_Prog
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Postby MC_Prog » 16 Feb 2009

Agreed, good news indeed!


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