Here's an update of the High Count Reverse system, a short side only system that sells 2 consecutive higher closes. I've used the same start date of the backtest for comparison purposes. The system continues to perform very well, no doubt reflecting the continued downward bias of the market.Keep in mind that pyramiding is turned on, so the system generates multiple entries but exits on the ninth bar following the original entry. Drawdown remains impressively small.
The system is currently flat.
TS2000i code is included in the original post.
TS2000i code is included in the original post.
Finally, to celebrate today's festivities, you can add this to your playlist and, well, just do it.
2 comments:
I know the following doesn't have anything to do with this particular post; however, I thought you would be a good person to ask. Have you had any luck plotting the equity curve via the I_OpenEquity and I_ClosedEquity functions? The following code is supposed to work but I haven't had any luck and didn't know if you had any experience with plotting this:
inputs:
iToday(true),
iTotal(true),
iProfitColor(green),
iLossColor(red);
vars:
vTodayEquity(0),
vTotalEquity(0),
vBODEquity(0),
vTodayColor(green),
vTotalColor(green);
if currentsession(0) <> currentsession(0)[1] then
begin
vTodayEquity = 0 ;
vBODEquity = I_OpenEquity ;
end ;
vTodayEquity = (I_OpenEquity - vBODEquity ) ;
vTotalEquity = I_OpenEquity;
vTodayColor = IFF(vTodayEquity>=0,iProfitColor,iLossColor);
vTotalColor = IFF(vTotalEquity>=0,iProfitColor,iLossColor);
if iTotal then plot1(vTotalEquity,"Total",vTotalColor);
if iToday then plot2(vTodayEquity,"Today",vTodayColor);
plot3(0,"ZeroLine");
Hopefully the 'greater than' 'less than' isn't a problem. If you have had some success, are there any tips you may have or settings you had to change or did it just work right away? Any help, as always, is appreciated.
Thanks,
Jeremy
Jeremy,
Sorry, but I can't help you out. Maybe TS support is a better resource or some of their on-line user groups may offer suggestions.
Good luck with that one.
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