How would you code this system? Let's compare platforms.

Option_Attack said:
Mine is very close to yours. Formatting is boogered, but the data is there:

Net Profit % 108.79% 108.79% 0.00% 298.13%
Annualized Gain % 27.90% 27.90% 0.00% 58.69%
Exposure 0.00% 0.00% 0.00% 100.00%

Number of Trades 106 106 0 1
Avg Profit/Loss $328.42 $328.42 $0.00 $95,401.54
Avg Profit/Loss % 1.11% 1.11% 0.00% 295.76%
Avg Bars Held 1.00 1.00 0.00 752.00

Winning Trades 74 74 0 1
Winning % 69.81% 69.81% N/A 100.00%
Gross Profit $66,661.09 $66,661.09 $0.00 $95,401.54
Avg Profit $900.83 $900.83 $0.00 $95,401.54
Avg Profit % 3.03% 3.03% 0.00% 295.76%
Avg Bars Held 1.00 1.00 0.00 752.00
Max Consecutive 12 12 0 N/A

Losing Trades 32 32 0 0
Losing % 30.19% 30.19% N/A 0.00%
Gross Loss $-31,848.33 $-31,848.33 $0.00 $0.00
Avg Loss $-995.26 $-995.26 $0.00 $0.00
Avg Loss % -3.34% -3.34% 0.00% 0.00%
Avg Bars Held 1.00 1.00 0.00 0.00
Max Consecutive 4 4 0 N/A

Max Drawdown $-6,038.98 $-6,038.98 $0.00 $-39,711.36
Max Drawdown % -16.19% -16.19% 0.00% -70.25%
Max Drawdown Date 6/3/2019 6/3/2019 N/A 3/20/2020

Wealth-Lab Score 0.00 0.00 0.00 17.46
Profit Factor 2.09 2.09 0.00 INF
Recovery Factor 5.76 5.76 N/A 2.40
Payoff Ratio 0.91 0.91 0.00 INF
Sharpe Ratio 1.68 1.68 0.00 1.01
Ulcer Index 5.81 5.81 0.00 22.98
Wealth-Lab Error Term 7.14 7.14 0.00 16.56
Wealth-Lab Reward Ratio 3.90 3.90 N/A 3.54
Luck Coefficient 1.32 1.32 0.00 1.00
Pessimistic Rate of Return 1.58 1.58 0.00 0.00
Equity Drop Ratio 0.15 0.15 0.00 0.15
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Thanks. It's always interesting to compare results in different platforms.

If you were an early user of Wealthlab, you may remember how excellent it was to share code and credit for system improvements. Systems were even named for the initial developer, and subsequent contributors.
 
Yes I was there when you were (circa 99 - 01ish). There are still a few "lindq" scripts around! ;)

lindq said:
Thanks. It's always interesting to compare results in different platforms.

If you were an early user of Wealthlab, you may remember how excellent it was to share code and credit for system improvements. Systems were even named for the initial developer, and subsequent contributors.
More...
 
eMini-SP data1 vs S&P 500 Issues NetTick

2010- Current date

inputOpto(124);
var:nogo2(0),pos(0);
if DayOfWeek(Date)<>5 then begin nogo2=1;;end;
if (o*.98)<c[2]and c[1]<average(c,5)and c data2<c data2[1]and nogo2=0 then begin buy this bar on c;pos=1;end;
if pos=1 then sell next bar o+opto limit;nogo2=0;

qUPaLK.png
 
MarkBrown said:
eMini-SP data1 vs S&P 500 Issues NetTick

2010- Current date

inputOpto(124);
var:nogo2(0),pos(0);
if DayOfWeek(Date)<>5 then begin nogo2=1;;end;
if (o*.98)<c[2]and c[1]<average(c,5)and c data2<c data2[1]and nogo2=0 then begin buy this bar on c;pos=1;end;
if pos=1 then sell next bar o+opto limit;nogo2=0;

qUPaLK.png
More...

What software did you use to create the chart?
 
lindq said:
What software did you use to create the chart?
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multicharts - that is your system with only one exit technique rather than two, i simplified it to exit at an optomizable number of points profit.

if pos=1 then sell next bar o+opto limit;

if long the sell next bar at open plus a number of points on a limit.
 
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