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欧洲电竞战队排榜app
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Closed on 04/07/10. See final comments below.
Feature Request:
Trading using the Equity Curve
For the sims/ports, would it be possible to tap into the Equity value? For example, what I'd like to do is enter a sell rule that if Equity(0) < 0.90 * Equity (30), then all positions are sold. This would simulate exiting alll positions if the equity goes down over 10% in 30 days. Then in my buy rules, I could enter something like: Equity (0) > 0.91 * Equity (30) before I allowed a buy.
Results:
Total score:
74
, # of Votes:
22
, Average:
3.4
a
40 (10)
b
30 (10)
c
4 (2)
d
Scores are calculated as (importance) × (# of votes), where importance ranges from 1 to 4.
Final Comments
This has been available for some time. Under many TA functions and Close() you can specify many different 'series'. To get the portfolio equity use the series #Equity.
Your example would be:
Close(0,#Equity) < 0.90 * Close(30,#Equity)
Requested by:
scottkissinger
On date:
11/27/06
Category:
Simulation
6 comments