Pls help for code

indicators

indicators

New Member
#1
#1
Buyprice= price at bar has Buy signal
Sellprice= price at bar has Sell signal

then a report as belows
Net Profit
Net% Profit
Exposure%
CAR
RAR
Max Trade DD
Max Trade% DD
Max Sys DD
Max Sys% DD
Recover Factor
CAR/MDD
RAR/MDD
Profit Factor
Payoff Ratio
Std Error
RRR
Ulcer Index
Ulcer Perfomance Index
Sharpe Ratio
K-Ratio
#Trade
Avg P/L
Avg% P/L
Avg Bar Held
#Win
%Win
W.Tot.Profit
W.Avg.Profit
W.Avg% Profit
W.Avg Bar
#Lose
%Lose
L.Tot.Loss
L.Avg.Loss
L.Avg%Loss
L.AvgBar
RAR
CAR
DVR
SR
R2
Ulcer
UlcerPerf
%W
%Avg
MaxDD%
Max recover Bars
LastExit
Year#
Month#
Month_Win%
Month_Avg%
Month_Max%
Month_Min%
SPY Corel
TotalTrades
FirstTrade


Thanks
 
J

johnnypareek

Well-Known Member
#2
#2
indicators said:
Buyprice= price at bar has Buy signal
Sellprice= price at bar has Sell signal

then a report as belows
Net Profit
Net% Profit
Exposure%
CAR
RAR
Max Trade DD
Max Trade% DD
Max Sys DD
Max Sys% DD
Recover Factor
CAR/MDD
RAR/MDD
Profit Factor
Payoff Ratio
Std Error
RRR
Ulcer Index
Ulcer Perfomance Index
Sharpe Ratio
K-Ratio
#Trade
Avg P/L
Avg% P/L
Avg Bar Held
#Win
%Win
W.Tot.Profit
W.Avg.Profit
W.Avg% Profit
W.Avg Bar
#Lose
%Lose
L.Tot.Loss
L.Avg.Loss
L.Avg%Loss
L.AvgBar
RAR
CAR
DVR
SR
R2
Ulcer
UlcerPerf
%W
%Avg
MaxDD%
Max recover Bars
LastExit
Year#
Month#
Month_Win%
Month_Avg%
Month_Max%
Month_Min%
SPY Corel
TotalTrades
FirstTrade


Thanks
Click to expand...
how one can help without knowing buy sell condition. write proper entry n exit formula then only can help
 
indicators

indicators

New Member
#3
#3
johnnypareek said:
how one can help without knowing buy sell condition. write proper entry n exit formula then only can help
Click to expand...
My idea is that to creat a report for each ticker and shown it as normal chart instead of use backtest procedure. It is easier to check for history of a ticker with high winner, winner%, sr,....

It is apply for all stratergies (buy/sell conditions).

for simple buy/sell:
Buy=cross(MA5,MA20);
Sell=cross(MA20,MA5);
 
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