Closed on 04/07/10. See final comments below.
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