Posted by Mark Krisburg | Jul 15, 2018 | Functions | 0 |
eKam has pointed out that the LastBarOnChart function does not work correctly on type 0 (tick) bars. The problem is that the time function called by LastBarOnChart does not resolve time finer than 1-minute increments. Therefore,...
Read MorePosted by Mark Krisburg | Jul 15, 2018 | Functions, Method | 0 |
The Anatomy of a Stop A stop can be defined by specifying four basic parameters, illustrated in Figure 1 below: Price Reference: The price from which the stop is offset (white line) to create a stop value. Stop Offset: The...
Read MorePosted by Mark Krisburg | Jul 15, 2018 | Functions | 0 |
In a prior post “Faster Flexible Standard Deviation Functions” a standard deviation function that outputs the mean value in addition to the standard deviation was presented. This is useful as many times there is a...
Read MorePosted by Mark Krisburg | Jul 15, 2018 | Functions | 0 |
Function LoadTradeArray accomplishes the task of loading strategy trades into an array for subsequent processing, such as the calculation of optimization objectives like Tharp’s System Quality Number or...
Read MorePosted by Mark Krisburg | Jul 15, 2018 | Functions | 0 |
Van K. Tharp proposed a formula for System Quality Number that measured strategy performance and could be used as a custom objective for optimizing strategy parameters. The formula was presented in his recent book: The...
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