VUSA daily Buy and hold v2.0
- This topic has 19 replies, 6 voices, and was last updated 7 years ago by
.
-
123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270//-------------------------------------------------------------------------// Main code : VUSA daily Buy and hold v2.0//Timeframe 1 Day//Posiitonsize 10// Kasper Elsborg @Elsborgtrading//-------------------------------------------------------------------------//==========Parameters===============================DEFPARAM CumulateOrders = true // Cumulating positionDEFPARAM PRELOADBARS = 500//====================Define Tradetime===============IF (Time >= 090000 AND Time <= 1730000) THEN //VUSA Tradetime GMT+1Tradetime=1elseTradetime=0endif//===================================================//==================Define ONCE's====================ONCE entertrade=1ONCE CountOfTrades=0ONCE mypos=10//ONCE dailyHigh = 0ONCE dailyLow = 0//ONCE weeklyHigh = 0//ONCE monthlyHigh = 0ONCE monthlyLow = 0ONCE lastWeekBarIndex = 0ONCE lastMonthBarIndex = 0//==================positionsize = mypos//==================Indicators====================lastInPeriod=currentDayOfTheMonth = 14 or currentDayOfTheMonth = 30 and entertrade and tradetime//NEED CHECK for ending dates in weekends!!!Myema=ExponentialAverage[10](close)//34// calculate daily high/low (include sunday values if available)//dailyHigh = DHigh(1)dailyLow = DLow(1)OnMarketBarCount=barindex-tradeindex//==============================================================================================//NOT IN USE, but implemented in a strategy that is a non buy and hold// it will accumulate position counts and enter OnMarketBarCount with the number of positions you sold//NOT WORKING ATM!!//==============================================================================================//Once Test1=1//if not onmarket and test1 then//test1=0//mypos=countofposition[1]//elsif onmarket then//positionsize=mypos//test1=1//else//mypos=mypos//endif//======================================================================================================//Accumilate Positions if no trades in the 14 days period- an alternative to lastinperiodif OnMarketBarCount>17 thenfactor=2//elsif OnMarketBarCount>=32 then//factor=3elsefactor=1endif//=====================================================================================================// calculate weekly high/lowIf DayOfWeek < DayOfWeek[1] then//weeklyHigh = Highest[BarIndex - lastWeekBarIndex](dailyHigh)weeklylow = lowest[BarIndex - lastWeekBarIndex](dailylow)lastWeekBarIndex = BarIndexENDIF// calculate monthly high/lowIf Month <> Month[1] then//monthlyHigh = Highest[BarIndex - lastMonthBarIndex](dailyHigh)monthlyLow = Lowest[BarIndex - lastMonthBarIndex](dailyLow)lastMonthBarIndex = BarIndexENDIF//monthbuy=open>monthlyHigh//weekbuy=open>weeklyHigh//Myema50=ExponentialAverage[x1](close)//30//Myema200=ExponentialAverage[x2](close)//90////bull=1//myema50>myema200//bear=myema50<myema200//=====================================Trade Conditions====================================================//==============================Limmit Trades to one every 14th day===========currentDayOfTheMonth = Date - ((CurrentYear * 10000) + CurrentMonth * 100)midOfMonth = 15if currentDayOfTheMonth= 15 thenentertrade=1elsif currentDayOfTheMonth = 14 and dayofweek=5 thenentertrade=1elsif currentDayOfTheMonth = 13 and dayofweek=5 thenentertrade=1elseentertrade=entertradeendifif currentDayOfTheMonth = 1 thenentertrade=1if currentMonth = 2 or 4 or 6 or 9 or 11 then//30 days monthsif currentDayOfTheMonth = 29 and dayofweek=5 thenentertrade=1elsif currentDayOfTheMonth = 30 and dayofweek=5 thenentertrade=1elseentertrade=entertradeendifif currentMonth = 1 or 3 or 5 or 7 or 8 or 10 or 12 then//31 days monthsif currentDayOfTheMonth = 29 and dayofweek=5 thenentertrade=1elsif currentDayOfTheMonth = 30 and dayofweek=5 thenentertrade=1elsif currentDayOfTheMonth = 31 and dayofweek=5 thenentertrade=1elseentertrade=entertradeendifendifendifendifIF CurrentMonth = 1 or 2 or 3 or 4 or 5 or 6 or 7 or 8 or 9 or 10 or 11 or 12 THENIF OnMarketBarCount[1]<OnMarketBarCount and currentDayOfTheMonth <= midOfMonth and entertrade THENentertrade=1CountOfTrades=CountOfTradeselsif OnMarketBarCount[1]>OnMarketBarCount and currentDayOfTheMonth <= midOfMonth and entertrade THENentertrade=0CountOfTrades=CountOfTrades+1endifIF OnMarketBarCount[1]<OnMarketBarCount and currentDayOfTheMonth >= midOfMonth and entertrade THENentertrade=1CountOfTrades=CountOfTradeselsif OnMarketBarCount[1]>OnMarketBarCount and currentDayOfTheMonth >= midOfMonth and entertrade THENentertrade=0CountOfTrades=CountOfTrades+1ENDIFendif//=============================================================================================================conditionEMA=low crosses under myema and entertrade and tradetime //and bullconditionMonthlylow=low crosses under monthlylow and entertrade and tradetime //and bullconditionWeeklyLow= low crosses under weeklylow and entertrade and tradetimelastInPeriod=(currentDayOfTheMonth = 14 or currentDayOfTheMonth = 30) and entertrade and tradetime//NEED CHECK for ending dates in weekends!!!//lastInPeriod=currentDayOfTheMonth = 14 and entertrade and tradetime or currentDayOfTheMonth = 13 and dayofweek=5 and entertrade and tradetime or currentDayOfTheMonth = 30 and entertrade and tradetime or currentDayOfTheMonth = 29 and dayofweek=5 and entertrade and tradetime or currentDayOfTheMonth = 28 and dayofweek=5 and entertrade and tradetime//conditionMonthlyHigh=high>MonthlyHigh and entertrade//ConditionWeekleyHigh= high>weeklyHigh and entertrade and tradetime//=======================================Enter LONG Position========================================if conditionEMA or conditionMonthlylow or conditionWeeklylow or lastinperiod then//or conditionMonthlyHigh or ConditionWeekleyHigh thenbuy Positionsize*factor shares at market//if not conditionEMA and not conditionMonthlylow and not conditionWeeklylow and ConditionWeekleyHigh then//buy Positionsize*factor shares at market//endifendif//=====================================================================================================================================//=============================================================GRAPH SECTION==========================================================//=====================================================================================================================================//========================================== rem out all lines from GRAPH SECTION to live trade the code=====================================//once tradepricetest=1//ONCE BrokerProfit=0//once countofdays=0//once AccumulatedTradeCost=tradeprice*mypos//Comission from IG- given: the commission charge is 0.10% of total tradeprice or $10, whichever is higher//comissiontest=0.001*tradeprice*positionsize//IF OnMarketBarCount[1]<OnMarketBarCount then//AccumulatedTradeCost=AccumulatedTradeCost//if tradepricetest then//AccumulatedTradeCost=AccumulatedTradeCost+tradeprice*mypos//tradepricetest=0//endif//if comissiontest<10 then//comission=10//endif//elsif OnMarketBarCount[1]>OnMarketBarCount then//tradepricetest=1//comission=comissiontest//endif//Capital = 500 // initial capital of account////equity = Capital + StrategyProfit//overnight fee from IG- given: (5 x 35.6425 x (2.5% + 0.25%))/365. This would give a total of £.0.0134 per evening.//interestrate=0.025//2.5%//adminfee=0.0025//0.25%//overnightfee = (countofposition*tradeprice*(interestrate+adminfee))/365*countofdays //0.8 //broker overnight fee of a position (in money)// ---equity = Capital + StrategyProfit//DayChart=1 //can be set to bar qu////if not onmarket then//countofdays=0//elsif onmarket and DayOfWeek[1]<DayOfWeek then// = DayChart then//countofdays=countofdays+1//else//countofdays=countofdays//endif//floatingprofit = ((((close-positionprice)*pointvalue)*countofposition)/pipsize)-(overnightfee+comission)//+(overnightfee+comission) //actual trade gains//Brokerprofit=((((close-positionprice)*pointvalue)*countofposition)/pipsize)-Floatingprofit//BrokerProfitinProcent=(((floatingprofit-Brokerprofit)/floatingprofit)-1)*100//TrueEquity=AccumulatedTradeCost+floatingprofit+capital//TrueProfitInProcent=((TrueEquity/AccumulatedTradeCost)-1)*100//graph conditionMonthlyHigh COLOURED(0,0,255) AS "conditionMonthlyHigh"//graph ConditionWeekleyHigh COLOURED(0,255,0) AS "ConditionWeekleyHigh"//graph TrueEquity COLOURED(0,0,255) AS "trueEquity"//graph BrokerProfit COLOURED(255,0,0) AS "BrokerProfit"//graph countofdays COLOURED(0,0,0) AS "countofdays"//graph entertrade COLOURED(255,255,0) AS "entertrade"//graph conditionWeeklyLow COLOURED(0,0,0) AS "conditionWeeklyLow"//graph conditionEMA COLOURED(255,0,0) AS "conditionEMA"//graph lastinperiod COLOURED(255,0,255) AS "lastinperiod"//graph conditionMonthlylow COLOURED(0,255,255) AS "conditionMonthlylow"//graph tradetime COLOURED(0,255,0) AS "tradetime"//graph overnightfee COLOURED(0,0,0) AS "overnightfee"//graph floatingprofit+capital COLOURED(0,0,0) AS "floatingprofit"//graph BrokerProfit COLOURED(0,0,0) AS "BrokerProfit"//graph countofdays COLOURED(255,255,255) AS "countofdays"//graph OnMarketBarCount COLOURED(0,255,255) AS "OnMarketBarCount"//graph CountOfTrades COLOURED(255,255,255) AS "CountOfTrades"//graph comission COLOURED(255,0,255) AS "comission"//graph AccumulatedTradeCost COLOURED(0,255,0) AS "AccumulatedTradeCost"//graph tradeprice COLOURED(255,0,255) AS "tradeprice"//graph TrueProfitInProcent COLOURED(255,0,255) AS "TrueProfitInProcent"//graph BrokerProfit COLOURED(255,0,0) AS "BrokerProfit"//graph BrokerProfitinProcent COLOURED(255,255,0) AS "BrokerProfitinProcent"//graph marketchange COLOURED(255,0,0) AS "marketchange"//=====================================================================================================================================//=============================================================GRAPH SECTION END======================================================//=====================================================================================================================================//=================================EXIT and QUIT if market falls below 25% within a 365 days periodyearhigh =highest[365](high)marketchange=((close/yearhigh)-1)*100if onmarket and marketchange<-25 thensell at marketelsif countofposition[1]>countofposition thenquitendif
Here is a Buy and hold strategy on Vanguard Funds Public Limited Companey – Vanguard S&P 500 UCITS ETF
Remeber you and you only are entirely responsible for: what and how you invest your money, your risk, you gain, your losses. So do you homework an research before venturing into investing and trading. This is just an example on how it could have been if you invested 4,7 years ago, not guarantee for the future.
Cheers Kasper
Settle down guys, Gains of +2500% is not correct. Sorry to spoil it all so soon- the explaintion will follow. But first a little intro.
I wanted to make a lasting strategy. I am becomming a bit tired of trying to develop codes that enters and exits all the time- and at the same time to be profitable. I haven’t found any one yet that suites my risk profile for short term intradaytrading. A risk profile was something I heard about straight away when I began trading”you gotta have a riskprofile!!” was almost demanded when listing to various webinars and what knot. But as a noobtrader it didn’t know what to consider so how would I put one together? I didn’t really think about it for a while or did take the time to define if, before I read this: ” I am willing to risk a lot” -the explaination was, this actually only goes in the profit direction- so what people are really saying is that they are willing to profit a lot, but if you were loosing- it dosen’t really apply here. So I needed to start think of the risk, because I saw a lot of strategies on this site, not having defined any Stoploss and take profit that will result in an RR- RiskReward of at least 1.6 (including myself). Some of the most popular strateguies here will risk half of your equity in one trade, and more or less have a constant RR on 0.05- even though it backtest very well. But backtest is not live trading- regardles! Well when I read trading books, and about statistics,- these things should be well defined or you will loose your money to the broker. It is just a statistically fact- that risking more than 1-1,5% of your equity pr trade -will eventually lead to ruin and margin calls. So why? Again people are willing to make a lot of money and are blinded by these facts and don’t think it will loose because of the “out of this would” backtest gaining 500 or 800% in 2,5 year backtest. Let e put it this way. If you could be constant proffitable by a 25% a year- Goldman Sacks would call you and offer you a leading traders position- hands down! I am not saying that making more is not possible- you often read of people making a living of daytrading with a profitable og 80-150% a year the last couple of years. The documentation says, that is actually only 5% of all traders that could make a living out of it. The last book I read about trading stated that noone including the world leading hedgefund managers would beat the market 3 years in a row. You just never hear about the failing part. So why can’t they or you for that matter beat the market? Because you are the market. Anyone beating the market 3 years in a row- is just pure luck- at least that is what I read. Only one that beats the market is the Brokers, but they are not really trading- only making money of you- whether or not you loose or win a trade. The overnight fee, the comission and spreads, slipages, and minimum stoploss that are juuuust that big that your code won’t make a profit. Countless times I have made a perfect code, only to prove it non profitable because of these factors. The best trader from a brokers perspective is the one that makes 100 of trades or more a month- but not really loosing or gaining to much. If he looses he will stop trading, if he wins, he will be put in the direct market and not the b-list. Direct market is not guaranteed to fill you orders, like the b-list. B- lists bets against the brokers- hence marketmakers- and 95% are loosing. The worst traders in a brokers perspective is the buy and hold ones… So that is what we will do. Warren Buffet did not become the worlds most profitable invester by daytrading- he’s buying and holding- and he’s is saying “go ETF’s”.
In good faith the referances for the recent books I read was. The little book of bulletproof investing, The little book of Behavioral Investing, The element of investing
I made up this code, for a buy and hold strategy- but what I really set out to do was to get all the factors included. The comission, the overnightfee and the spread- well there is no spread in ETF’s, so forget about that. This took actually over 10 times the hours that actually spend coding the strategy. Just remember these things matters! And what I initially thought was the culprit turns out not to be- the overnight fees is the bastard, not the comission. The equity (13086 Euro) dispalyed here by PRT is without any cost. I want to calculate them manually in the following.
As I got the result it yield a staggering gain of +2500% in 4,7 years. But as we will see, it’s not. My main problem was to prove these things and calculate the numbers in a Graph like manner. So now I turn to the community to try and disprove my strategy, and calculation. Has I been mistaken or made an error?- forgotten something? I read that when a sucessfull hedemanager found a company he’d like to invest in- he’d tried to destroy that company with all he got- if it was not possible, It a good investment. The case will hold even through bad times. So please comment and try and take the code and my findings apart
These was my bullets.
- A buy and hold strategy.
- Make a monthly payment
- Make 2 buy’s a month
- Consider overnightfees and comissions
- Calculate the True equity that also takes your monthly payment in considerration.
- Calculate the correct earnings in %
- Risk profile
- Other considerrations.
- Broker cost in total
So lets look at the things in details in the following posts.
- A buy and hold strategy.
I think it’s pretty clear of why I wanted to pursue this strategy when reading the intro for this post. I also wanted to make a long team investment- sort of like my house. I don’t buy and sell houses unless it’s been on hold for at least 6 years- it’s simpley not proffitable selling below these years- statistically. The longer the better. And the morgage on a house loan in Dk is as low as 1% at the moment.
- Make a monthly payment
Making a monthley payment is like having a saving plan. Long term. It makes sense, when buying and holding long term
- Make 2 buy’s a month
Making 2 buys a month is just because I could. It took some brainpower and soduko-like ressources to come up with the code for this- and I loved the challange. Actually I think 4 buys a year would proberly be better in the long run. But it should easely be coded. I use a 10 period EMA, a weekley low, a monthly low for indicators. I want to trade on a retracement. But it does not guarantee a trade every 15th day, so a choice is to either make a forced trade at the end of the 14 day trading period or accumulate positionsize if one or two periods is not traded. Both function is in the code- should I have forgotten an alignment of odd dates and nontrading days.- also a mix of the two seems to work pretty good. To diversify is good in the long run. No doubt the code can be optimized by doing it on a lower TF. Your entry will be more correct- it’s finetuning, remember to adjust the indicators accordingly. It’s just that 1Day TF give os the most data for backtest
The Graph codefor checking the trades, and also which condition has triggered- for the sake for easyness- copy and paste the section- overwriting the orginal GRAPH section in the ITF file.
12345678910111213141516171819202122232425262728293031323334353637383940414243444546474849505152535455565758596061626364656667686970717273747576777879808182838485//=====================================================================================================================================//=============================================================GRAPH SECTION==========================================================//=====================================================================================================================================//========================================== rem out all lines from GRAPH SECTION to live trade the code=====================================//once tradepricetest=1//ONCE BrokerProfit=0once countofdays=0//once AccumulatedTradeCost=tradeprice*mypos//Comission from IG- given: the commission charge is 0.10% of total tradeprice or $10, whichever is higher//comissiontest=0.001*tradeprice*positionsize//IF OnMarketBarCount[1]<OnMarketBarCount then//AccumulatedTradeCost=AccumulatedTradeCost//if tradepricetest then//AccumulatedTradeCost=AccumulatedTradeCost+tradeprice*mypos//tradepricetest=0//endif//if comissiontest<10 then//comission=10//endif//elsif OnMarketBarCount[1]>OnMarketBarCount then//tradepricetest=1//comission=comissiontest//endif//Capital = 500 // initial capital of account////equity = Capital + StrategyProfit//overnight fee from IG- given: (5 x 35.6425 x (2.5% + 0.25%))/365. This would give a total of £.0.0134 per evening.//interestrate=0.025//2.5%//adminfee=0.0025//0.25%//overnightfee = (countofposition*tradeprice*(interestrate+adminfee))/365*countofdays //0.8 //broker overnight fee of a position (in money)// ---equity = Capital + StrategyProfit//DayChart=1 //can be set to bar qu//if not onmarket thencountofdays=0elsif onmarket and DayOfWeek[1]<DayOfWeek then// = DayChart thencountofdays=countofdays+1elsecountofdays=countofdaysendif//floatingprofit = ((((close-positionprice)*pointvalue)*countofposition)/pipsize)-(overnightfee+comission)//+(overnightfee+comission) //actual trade gains//Brokerprofit=((((close-positionprice)*pointvalue)*countofposition)/pipsize)-Floatingprofit//BrokerProfitinProcent=(((floatingprofit-Brokerprofit)/floatingprofit)-1)*100//TrueEquity=AccumulatedTradeCost+floatingprofit+capital//TrueProfitInProcent=((TrueEquity/AccumulatedTradeCost)-1)*100//graph conditionMonthlyHigh COLOURED(0,0,255) AS "conditionMonthlyHigh"//graph ConditionWeekleyHigh COLOURED(0,255,0) AS "ConditionWeekleyHigh"//graph TrueEquity COLOURED(0,0,255) AS "trueEquity"//graph BrokerProfit COLOURED(255,0,0) AS "BrokerProfit"//graph countofdays COLOURED(0,0,0) AS "countofdays"graph entertrade COLOURED(255,255,0) AS "entertrade"graph conditionWeeklyLow COLOURED(0,0,0) AS "conditionWeeklyLow"graph conditionEMA COLOURED(255,0,0) AS "conditionEMA"graph lastinperiod COLOURED(255,0,255) AS "lastinperiod"graph conditionMonthlylow COLOURED(0,255,255) AS "conditionMonthlylow"//graph tradetime COLOURED(0,255,0) AS "tradetime"//graph overnightfee COLOURED(0,0,0) AS "overnightfee"//graph floatingprofit+capital COLOURED(0,0,0) AS "floatingprofit"//graph BrokerProfit COLOURED(0,0,0) AS "BrokerProfit"//graph countofdays COLOURED(255,255,255) AS "countofdays"//graph OnMarketBarCount COLOURED(0,255,255) AS "OnMarketBarCount"//graph CountOfTrades COLOURED(255,255,255) AS "CountOfTrades"//graph comission COLOURED(255,0,255) AS "comission"//graph AccumulatedTradeCost+capital COLOURED(0,255,0) AS "AccumulatedTradeCost"//graph tradeprice COLOURED(255,0,255) AS "tradeprice"//graph TrueProfitInProcent COLOURED(255,0,255) AS "TrueProfitInProcent"//graph BrokerProfit COLOURED(255,0,0) AS "BrokerProfit"//graph BrokerProfitinProcent COLOURED(255,255,0) AS "BrokerProfitinProcent"//graph marketchange COLOURED(255,0,0) AS "marketchange"//=====================================================================================================================================//=============================================================GRAPH SECTION END======================================================//=====================================================================================================================================1 user thanked author for this post.
- Other considerations
There are lot of consideration and if far beyond this scoop here. First of all, There is an initial monthly fee for enabling the live feed for the stock exchange in PRT its roughly around 2-5 $ a month. Also if you do’t make 4 trades a month while having enablet PRT it will also cost you a monthly fee around 40 Euro. This actually adds up, so please if considering this code, make sure you are making 4 trades a month. But mainly the concern is the next bullit
- Broker cost in total
I calculated the brokerprofit like this
Floatingprofit with the overnightfee and comission minus floatingprofit without the overnightfee and comission. That will leave the overnightfee+comission which would be an expresion for Brokerfee. It just for reusing some of the code that I did it like this
Then a CH% calculation
BrokerProfitinProcent=(((floatingprofit-Brokerprofit)/floatingprofit)-1)*100
As we can see the overnight fee takes up aproximate 28% of your profit… I’ll just leave this hanging for a moment.
….
I asume this is the correct calculation, but of cause I could be wrong. I have double checked it several times, and I could be starring blindly on the number now- so please verify this or disprove it. 28% of your gains is rather large despite the initial ovenight fee is given as 2.75%/360. it adds up. I have not researched other brokers for this, but I think it’s a bit high
At last Thanks for reading on my new project- please comment 🙂
Cheers Kasper
The Graph code for checking the Broker cost
12345678910111213141516171819202122232425262728293031323334353637383940414243444546474849505152535455565758596061626364656667686970717273747576777879808182838485//=====================================================================================================================================//=============================================================GRAPH SECTION==========================================================//=====================================================================================================================================//========================================== rem out all lines from GRAPH SECTION to live trade the code=====================================//once tradepricetest=1ONCE BrokerProfit=0once countofdays=0once AccumulatedTradeCost=tradeprice*mypos//Comission from IG- given: the commission charge is 0.10% of total tradeprice or $10, whichever is highercomissiontest=0.001*tradeprice*positionsizeIF OnMarketBarCount[1]<OnMarketBarCount thenAccumulatedTradeCost=AccumulatedTradeCostif tradepricetest thenAccumulatedTradeCost=AccumulatedTradeCost+tradeprice*mypostradepricetest=0endifif comissiontest<10 thencomission=10endifelsif OnMarketBarCount[1]>OnMarketBarCount thentradepricetest=1comission=comissiontestendifCapital = 500 // initial capital of account////equity = Capital + StrategyProfit//overnight fee from IG- given: (5 x 35.6425 x (2.5% + 0.25%))/365. This would give a total of £.0.0134 per evening.interestrate=0.025//2.5%adminfee=0.0025//0.25%overnightfee = (countofposition*tradeprice*(interestrate+adminfee))/365*countofdays //0.8 //broker overnight fee of a position (in money)// ---equity = Capital + StrategyProfit//DayChart=1 //can be set to bar qu//if not onmarket thencountofdays=0elsif onmarket and DayOfWeek[1]<DayOfWeek then// = DayChart thencountofdays=countofdays+1elsecountofdays=countofdaysendiffloatingprofit = ((((close-positionprice)*pointvalue)*countofposition)/pipsize)-(overnightfee+comission)//+(overnightfee+comission) //actual trade gainsBrokerprofit=((((close-positionprice)*pointvalue)*countofposition)/pipsize)-FloatingprofitBrokerProfitinProcent=(((floatingprofit-Brokerprofit)/floatingprofit)-1)*100TrueEquity=AccumulatedTradeCost+floatingprofit+capitalTrueProfitInProcent=((TrueEquity/AccumulatedTradeCost)-1)*100//graph conditionMonthlyHigh COLOURED(0,0,255) AS "conditionMonthlyHigh"//graph ConditionWeekleyHigh COLOURED(0,255,0) AS "ConditionWeekleyHigh"graph TrueEquity COLOURED(0,0,255) AS "trueEquity"//graph BrokerProfit COLOURED(255,0,0) AS "BrokerProfit"//graph countofdays COLOURED(0,0,0) AS "countofdays"//graph entertrade COLOURED(255,255,0) AS "entertrade"//graph conditionWeeklyLow COLOURED(0,0,0) AS "conditionWeeklyLow"//graph conditionEMA COLOURED(255,0,0) AS "conditionEMA"//graph lastinperiod COLOURED(255,0,255) AS "lastinperiod"//graph conditionMonthlylow COLOURED(0,255,255) AS "conditionMonthlylow"//graph tradetime COLOURED(0,255,0) AS "tradetime"//graph overnightfee COLOURED(0,0,0) AS "overnightfee"graph floatingprofit+capital COLOURED(0,0,0) AS "floatingprofit"//graph BrokerProfit COLOURED(0,0,0) AS "BrokerProfit"//graph countofdays COLOURED(255,255,255) AS "countofdays"//graph OnMarketBarCount COLOURED(0,255,255) AS "OnMarketBarCount"//graph CountOfTrades COLOURED(255,255,255) AS "CountOfTrades"//graph comission COLOURED(255,0,255) AS "comission"//graph AccumulatedTradeCost+capital COLOURED(0,255,0) AS "AccumulatedTradeCost"//graph tradeprice COLOURED(255,0,255) AS "tradeprice"graph TrueProfitInProcent COLOURED(255,0,255) AS "TrueProfitInProcent"graph BrokerProfit COLOURED(255,0,0) AS "BrokerProfit"graph BrokerProfitinProcent COLOURED(255,255,0) AS "BrokerProfitinProcent"//graph marketchange COLOURED(255,0,0) AS "marketchange"//=====================================================================================================================================//=============================================================GRAPH SECTION END======================================================//=====================================================================================================================================1 user thanked author for this post.
Impressive work, and a dose of realism for us all.
1 user thanked author for this post.
Find exclusive trading pro-tools on 
