adding moving average line to equity curve

Discussion in 'Risk Management' started by robinxing, Mar 8, 2007.

  1. if we know a strategy will win in the long run

    how to deal with draw down

    how about adding ma to equity curve?
     
  2. while we're at it.. why not an oscillator & some stochastics too...
     
  3. but I don't how to code it for ts

    any example?

    thank you
     
  4. Just plot a "Custom 2 Lines" indicator.

    In the "Plot1Formula" field type in : I_OpenEquity

    In the "Plot2Formula" field type in : XAverage(I_OpenEquity, 14)

    (for a 14 period EMA of the open equity curve)

    To use the closed equity curve just use I_ClosedEquity above instead of I_OpenEquity.
     
  5. Is there any article about the topic

    I will appreciate your recommendation

    thank you
     
  6. if I wanna add the criteria in a strategy?

    how to code it ?

    it seems that ts2000i can not do this
     
  7. Refer to I_OpenEquity in TS help.
    This is not available in earlier versions of TS (certainly not in TS2000i).

    if you are using TS2000i, then you'll have to write your own in that case.
     
  8. atavachron


    is there any way which can import TS8.1 function into TS2000i?
     
  9. No. It is not a function, it is a reserved word in TS8.

    If you want that functionality in TS2000i, you'll have to write some code.
     
  10. my god

    I can not code

    is there anyone who would tell me what to do?
     
    #10     Mar 9, 2007