MC模組開發.2
更新於 2024/12/14閱讀時間約 47 分鐘
利用亂數作為回測優化，最大的特徵就是無意義的組合總是居多數，但是又需要保留分批回測的最佳結果，以作為模組間的再次比較，所以需要利用Multicharts的文字輸出功能，將關注的績效指標利用字串方式逐次輸出，欄位之間利用分號來給予區隔，在大規模回測後，可將績效輸出的文字檔，利用Excel 匯入外部資料方式，進行排序，以便快訊尋找到最佳對應的模組
我的模組績效輸出欄位有 :
1. K棒時間長度、2.亂數種子、3.交易次數、4.累積淨利、5.MDD、6.連續最大虧損次數、7.Profit/MDD的比值、8.勝率、9.凱利值、10.資金成長比例、11.本金翻倍所需交易次數、12.本金翻倍所需時間、13.最近連續20筆交易淨利，位居過去連續20筆交易淨利的百分位數、14.連續交易20筆仍為虧損的機率、15.最近連續50筆交易淨利，位居過去連續50筆交易淨利的百分位數、16.連續交易50筆仍為虧損的機率、17.年度獲利、18.各月份獲利
當然，如何閱讀與挑選Multicharts的績效報表，這牽涉到交易員的主觀判斷與風險的承受能力，下回我再繼續分享我的績效指標挑選的邏輯
程式碼分享如下 :
// Preference Table ***
{Print.Output.List}
Vars:PreferenceName(“"),PreferenceSet(“"),yyNP(“"),yyName(“"),mmNP(“"),mmName(“");
Vars:LongProfit(0),ShortProfit(0),NP(0),MDD(0),NumMaxLost(0),NMRatio(0),Win(0),ET(0),PF(0);
Vars:AvgP(0),AvgL(0),KR(0),WLR(0),Gvalue(0),Dnum(0),DTime(0),EndDate(0);
Vars:Sum20Value(0),Sum20Count(0),Sum20Rank100(“"),Sum50Value(0),Sum50Count(0);
Vars:Sum50Rank100(“"),ZeroSum20Count(0),ZeroSum50Count(0),ZeroSum20Rank100(“"),ZeroSum50Rank100(“");
Arrays:TradeSeries[39999](0),TradeEnDate[39999](0),Sum20[39999](0),Sum50[39999](0);
//Year Month Preference
Arrays:YearProfit[25](0),MonthProfit_2021[12](0),MonthProfit_2020[12](0),MonthProfit_2019[12](0),MonthProfit_2018[12](0),MonthProfit_2017[12](0),MonthProfit_2016[12](0);
Arrays:MonthProfit_2015[12](0),MonthProfit_2014[12](0),MonthProfit_2013[12](0),MonthProfit_2012[12](0),MonthProfit_2011[12](0),MonthProfit_2010[12](0);
If LastBarOnChart then begin
For ii = 1 to TN begin //
TradeSeries[ii]=PositionProfit(ii);
TradeEnDate[ii]=EntryDate(ii);
If MarketPosition(ii)=1 then LongProfit=LongProfit+TradeSeries[ii];
If MarketPosition(ii)=-1 then ShortProfit=ShortProfit+TradeSeries[ii];
//If SignalName=1 then ExText=Text(ExText,EntryName(ii),"+",ExitName(ii),"|");
End; //
For ii = 1 to TN begin
Switch Year(TradeEnDate[ii])+1900 begin
Case 2021 : YearProfit[1]=YearProfit[1]+TradeSeries[ii];
Case 2020 : YearProfit[2]=YearProfit[2]+TradeSeries[ii];
Case 2019 : YearProfit[3]=YearProfit[3]+TradeSeries[ii];
Case 2018 : YearProfit[4]=YearProfit[4]+TradeSeries[ii];
Case 2017 : YearProfit[5]=YearProfit[5]+TradeSeries[ii];
Case 2016 : YearProfit[6]=YearProfit[6]+TradeSeries[ii];
Case 2015 : YearProfit[7]=YearProfit[7]+TradeSeries[ii];
Case 2014 : YearProfit[8]=YearProfit[8]+TradeSeries[ii];
End;
End;
yyNP=Text(YearProfit[1]:0:0,";",YearProfit[2]:0:0,";",YearProfit[3]:0:0,";",YearProfit[4]:0:0,";",YearProfit[5]:0:0,";",YearProfit[6]:0:0,";",YearProfit[7]:0:0,";",YearProfit[8]:0:0,";");
yyName=Text(“2021″,"2020″,";","2019″,";","2018″,";","2017″,";","2016″,";","2015″,";","2014″);
For ii = 1 to TN begin
Switch Text(Year(TradeEnDate[ii]):0:0,"/",Month(TradeEnDate[ii]):0:0) begin
Case “121/12″ : MonthProfit_2021[1]=MonthProfit_2021[1]+TradeSeries[ii];
Case “121/11″ : MonthProfit_2021[2]=MonthProfit_2021[2]+TradeSeries[ii];
Case “121/10″ : MonthProfit_2021[3]=MonthProfit_2021[3]+TradeSeries[ii];
Case “121/9″ : MonthProfit_2021[4]=MonthProfit_2021[4]+TradeSeries[ii];
Case “121/8″ : MonthProfit_2021[5]=MonthProfit_2021[5]+TradeSeries[ii];
Case “121/7″ : MonthProfit_2021[6]=MonthProfit_2021[6]+TradeSeries[ii];
Case “121/6″ : MonthProfit_2021[7]=MonthProfit_2021[7]+TradeSeries[ii];
Case “121/5″ : MonthProfit_2021[8]=MonthProfit_2021[8]+TradeSeries[ii];
Case “121/4″ : MonthProfit_2021[9]=MonthProfit_2021[9]+TradeSeries[ii];
Case “121/3″ : MonthProfit_2021[10]=MonthProfit_2021[10]+TradeSeries[ii];
Case “121/2″ : MonthProfit_2021[11]=MonthProfit_2021[11]+TradeSeries[ii];
Case “121/1″ : MonthProfit_2021[12]=MonthProfit_2021[12]+TradeSeries[ii];
Case “120/12″ : MonthProfit_2020[1]=MonthProfit_2020[1]+TradeSeries[ii];
Case “120/11″ : MonthProfit_2020[2]=MonthProfit_2020[2]+TradeSeries[ii];
Case “120/10″ : MonthProfit_2020[3]=MonthProfit_2020[3]+TradeSeries[ii];
Case “120/9″ : MonthProfit_2020[4]=MonthProfit_2020[4]+TradeSeries[ii];
Case “120/8″ : MonthProfit_2020[5]=MonthProfit_2020[5]+TradeSeries[ii];
Case “120/7″ : MonthProfit_2020[6]=MonthProfit_2020[6]+TradeSeries[ii];
Case “120/6″ : MonthProfit_2020[7]=MonthProfit_2020[7]+TradeSeries[ii];
Case “120/5″ : MonthProfit_2020[8]=MonthProfit_2020[8]+TradeSeries[ii];
Case “120/4″ : MonthProfit_2020[9]=MonthProfit_2020[9]+TradeSeries[ii];
Case “120/3″ : MonthProfit_2020[10]=MonthProfit_2020[10]+TradeSeries[ii];
Case “120/2″ : MonthProfit_2020[11]=MonthProfit_2020[11]+TradeSeries[ii];
Case “120/1″ : MonthProfit_2020[12]=MonthProfit_2020[12]+TradeSeries[ii];
Case “119/12″ : MonthProfit_2019[1]=MonthProfit_2019[1]+TradeSeries[ii];
Case “119/11″ : MonthProfit_2019[2]=MonthProfit_2019[2]+TradeSeries[ii];
Case “119/10″ : MonthProfit_2019[3]=MonthProfit_2019[3]+TradeSeries[ii];
Case “119/9″ : MonthProfit_2019[4]=MonthProfit_2019[4]+TradeSeries[ii];
Case “119/8″ : MonthProfit_2019[5]=MonthProfit_2019[5]+TradeSeries[ii];
Case “119/7″ : MonthProfit_2019[6]=MonthProfit_2019[6]+TradeSeries[ii];
Case “119/6″ : MonthProfit_2019[7]=MonthProfit_2019[7]+TradeSeries[ii];
Case “119/5″ : MonthProfit_2019[8]=MonthProfit_2019[8]+TradeSeries[ii];
Case “119/4″ : MonthProfit_2019[9]=MonthProfit_2019[9]+TradeSeries[ii];
Case “119/3″ : MonthProfit_2019[10]=MonthProfit_2019[10]+TradeSeries[ii];
Case “119/2″ : MonthProfit_2019[11]=MonthProfit_2019[11]+TradeSeries[ii];
Case “119/1″ : MonthProfit_2019[12]=MonthProfit_2019[12]+TradeSeries[ii];
Case “118/12″ : MonthProfit_2018[1]=MonthProfit_2018[1]+TradeSeries[ii];
Case “118/11″ : MonthProfit_2018[2]=MonthProfit_2018[2]+TradeSeries[ii];
Case “118/10″ : MonthProfit_2018[3]=MonthProfit_2018[3]+TradeSeries[ii];
Case “118/9″ : MonthProfit_2018[4]=MonthProfit_2018[4]+TradeSeries[ii];
Case “118/8″ : MonthProfit_2018[5]=MonthProfit_2018[5]+TradeSeries[ii];
Case “118/7″ : MonthProfit_2018[6]=MonthProfit_2018[6]+TradeSeries[ii];
Case “118/6″ : MonthProfit_2018[7]=MonthProfit_2018[7]+TradeSeries[ii];
Case “118/5″ : MonthProfit_2018[8]=MonthProfit_2018[8]+TradeSeries[ii];
Case “118/4″ : MonthProfit_2018[9]=MonthProfit_2018[9]+TradeSeries[ii];
Case “118/3″ : MonthProfit_2018[10]=MonthProfit_2018[10]+TradeSeries[ii];
Case “118/2″ : MonthProfit_2018[11]=MonthProfit_2018[11]+TradeSeries[ii];
Case “118/1″ : MonthProfit_2018[12]=MonthProfit_2018[12]+TradeSeries[ii];
Case “117/12″ : MonthProfit_2017[1]=MonthProfit_2017[1]+TradeSeries[ii];
Case “117/11″ : MonthProfit_2017[2]=MonthProfit_2017[2]+TradeSeries[ii];
Case “117/10″ : MonthProfit_2017[3]=MonthProfit_2017[3]+TradeSeries[ii];
Case “117/9″ : MonthProfit_2017[4]=MonthProfit_2017[4]+TradeSeries[ii];
Case “117/8″ : MonthProfit_2017[5]=MonthProfit_2017[5]+TradeSeries[ii];
Case “117/7″ : MonthProfit_2017[6]=MonthProfit_2017[6]+TradeSeries[ii];
Case “117/6″ : MonthProfit_2017[7]=MonthProfit_2017[7]+TradeSeries[ii];
Case “117/5″ : MonthProfit_2017[8]=MonthProfit_2017[8]+TradeSeries[ii];
Case “117/4″ : MonthProfit_2017[9]=MonthProfit_2017[9]+TradeSeries[ii];
Case “117/3″ : MonthProfit_2017[10]=MonthProfit_2017[10]+TradeSeries[ii];
Case “117/2″ : MonthProfit_2017[11]=MonthProfit_2017[11]+TradeSeries[ii];
Case “117/1″ : MonthProfit_2017[12]=MonthProfit_2017[12]+TradeSeries[ii];
Case “116/12″ : MonthProfit_2016[1]=MonthProfit_2016[1]+TradeSeries[ii];
Case “116/11″ : MonthProfit_2016[2]=MonthProfit_2016[2]+TradeSeries[ii];
Case “116/10″ : MonthProfit_2016[3]=MonthProfit_2016[3]+TradeSeries[ii];
Case “116/9″ : MonthProfit_2016[4]=MonthProfit_2016[4]+TradeSeries[ii];
Case “116/8″ : MonthProfit_2016[5]=MonthProfit_2016[5]+TradeSeries[ii];
Case “116/7″ : MonthProfit_2016[6]=MonthProfit_2016[6]+TradeSeries[ii];
Case “116/6″ : MonthProfit_2016[7]=MonthProfit_2016[7]+TradeSeries[ii];
Case “116/5″ : MonthProfit_2016[8]=MonthProfit_2016[8]+TradeSeries[ii];
Case “116/4″ : MonthProfit_2016[9]=MonthProfit_2016[9]+TradeSeries[ii];
Case “116/3″ : MonthProfit_2016[10]=MonthProfit_2016[10]+TradeSeries[ii];
Case “116/2″ : MonthProfit_2016[11]=MonthProfit_2016[11]+TradeSeries[ii];
Case “116/1″ : MonthProfit_2016[12]=MonthProfit_2016[12]+TradeSeries[ii];
Case “115/12″ : MonthProfit_2015[1]=MonthProfit_2015[1]+TradeSeries[ii];
Case “115/11″ : MonthProfit_2015[2]=MonthProfit_2015[2]+TradeSeries[ii];
Case “115/10″ : MonthProfit_2015[3]=MonthProfit_2015[3]+TradeSeries[ii];
Case “115/9″ : MonthProfit_2015[4]=MonthProfit_2015[4]+TradeSeries[ii];
Case “115/8″ : MonthProfit_2015[5]=MonthProfit_2015[5]+TradeSeries[ii];
Case “115/7″ : MonthProfit_2015[6]=MonthProfit_2015[6]+TradeSeries[ii];
Case “115/6″ : MonthProfit_2015[7]=MonthProfit_2015[7]+TradeSeries[ii];
Case “115/5″ : MonthProfit_2015[8]=MonthProfit_2015[8]+TradeSeries[ii];
Case “115/4″ : MonthProfit_2015[9]=MonthProfit_2015[9]+TradeSeries[ii];
Case “115/3″ : MonthProfit_2015[10]=MonthProfit_2015[10]+TradeSeries[ii];
Case “115/2″ : MonthProfit_2015[11]=MonthProfit_2015[11]+TradeSeries[ii];
Case “115/1″ : MonthProfit_2015[12]=MonthProfit_2015[12]+TradeSeries[ii];
Case “114/12″ : MonthProfit_2014[1]=MonthProfit_2014[1]+TradeSeries[ii];
Case “114/11″ : MonthProfit_2014[2]=MonthProfit_2014[2]+TradeSeries[ii];
Case “114/10″ : MonthProfit_2014[3]=MonthProfit_2014[3]+TradeSeries[ii];
Case “114/9″ : MonthProfit_2014[4]=MonthProfit_2014[4]+TradeSeries[ii];
Case “114/8″ : MonthProfit_2014[5]=MonthProfit_2014[5]+TradeSeries[ii];
Case “114/7″ : MonthProfit_2014[6]=MonthProfit_2014[6]+TradeSeries[ii];
Case “114/6″ : MonthProfit_2014[7]=MonthProfit_2014[7]+TradeSeries[ii];
Case “114/5″ : MonthProfit_2014[8]=MonthProfit_2014[8]+TradeSeries[ii];
Case “114/4″ : MonthProfit_2014[9]=MonthProfit_2014[9]+TradeSeries[ii];
Case “114/3″ : MonthProfit_2014[10]=MonthProfit_2014[10]+TradeSeries[ii];
Case “114/2″ : MonthProfit_2014[11]=MonthProfit_2014[11]+TradeSeries[ii];
Case “114/1″ : MonthProfit_2014[12]=MonthProfit_2014[12]+TradeSeries[ii];
End;
End;
mmNP=Text(MonthProfit_2021[12]:0:0,";",MonthProfit_2021[11]:0:0,";",MonthProfit_2021[10]:0:0,";",MonthProfit_2021[9]:0:0,";",MonthProfit_2021[8]:0:0,";",MonthProfit_2021[7]:0:0,";",MonthProfit_2021[6]:0:0,";",MonthProfit_2021[5]:0:0,";",MonthProfit_2021[4]:0:0,";",MonthProfit_2021[3]:0:0,";",MonthProfit_2021[2]:0:0,";",MonthProfit_2021[1]:0:0,";",MonthProfit_2020[12]:0:0,";",MonthProfit_2020[11]:0:0,";",MonthProfit_2020[10]:0:0,";",MonthProfit_2020[9]:0:0,";",MonthProfit_2020[8]:0:0,";",MonthProfit_2020[7]:0:0,";",MonthProfit_2020[6]:0:0,";",MonthProfit_2020[5]:0:0,";",MonthProfit_2020[4]:0:0,";",MonthProfit_2020[3]:0:0,";",MonthProfit_2020[2]:0:0,";",MonthProfit_2020[1]:0:0,";",MonthProfit_2019[12]:0:0,";",MonthProfit_2019[11]:0:0,";",MonthProfit_2019[10]:0:0,";",MonthProfit_2019[9]:0:0,";",MonthProfit_2019[8]:0:0,";",MonthProfit_2019[7]:0:0,";",MonthProfit_2019[6]:0:0,";",MonthProfit_2019[5]:0:0,";",MonthProfit_2019[4]:0:0,";",MonthProfit_2019[3]:0:0,";",MonthProfit_2019[2]:0:0,";",MonthProfit_2019[1]:0:0,";",MonthProfit_2018[12]:0:0,";",MonthProfit_2018[11]:0:0,";",MonthProfit_2018[10]:0:0,";",MonthProfit_2018[9]:0:0,";",MonthProfit_2018[8]:0:0,";",MonthProfit_2018[7]:0:0,";",MonthProfit_2018[6]:0:0,";",MonthProfit_2018[5]:0:0,";",MonthProfit_2018[4]:0:0,";",MonthProfit_2018[3]:0:0,";",MonthProfit_2018[2]:0:0,";",MonthProfit_2018[1]:0:0,";",MonthProfit_2017[12]:0:0,";",MonthProfit_2017[11]:0:0,";",MonthProfit_2017[10]:0:0,";",MonthProfit_2017[9]:0:0,";",MonthProfit_2017[8]:0:0,";",MonthProfit_2017[7]:0:0,";",MonthProfit_2017[6]:0:0,";",MonthProfit_2017[5]:0:0,";",MonthProfit_2017[4]:0:0,";",MonthProfit_2017[3]:0:0,";",MonthProfit_2017[2]:0:0,";",MonthProfit_2017[1]:0:0,";",MonthProfit_2016[12]:0:0,";",MonthProfit_2016[11]:0:0,";",MonthProfit_2016[10]:0:0,";",MonthProfit_2016[9]:0:0,";",MonthProfit_2016[8]:0:0,";",MonthProfit_2016[7]:0:0,";",MonthProfit_2016[6]:0:0,";",MonthProfit_2016[5]:0:0,";",MonthProfit_2016[4]:0:0,";",MonthProfit_2016[3]:0:0,";",MonthProfit_2016[2]:0:0,";",MonthProfit_2016[1]:0:0,";",MonthProfit_2015[12]:0:0,";",MonthProfit_2015[11]:0:0,";",MonthProfit_2015[10]:0:0,";",MonthProfit_2015[9]:0:0,";",MonthProfit_2015[8]:0:0,";",MonthProfit_2015[7]:0:0,";",MonthProfit_2015[6]:0:0,";",MonthProfit_2015[5]:0:0,";",MonthProfit_2015[4]:0:0,";",MonthProfit_2015[3]:0:0,";",MonthProfit_2015[2]:0:0,";",MonthProfit_2015[1]:0:0,";",MonthProfit_2014[12]:0:0,";",MonthProfit_2014[11]:0:0,";",MonthProfit_2014[10]:0:0,";",MonthProfit_2014[9]:0:0,";",MonthProfit_2014[8]:0:0,";",MonthProfit_2014[7]:0:0,";",MonthProfit_2014[6]:0:0,";",MonthProfit_2014[5]:0:0,";",MonthProfit_2014[4]:0:0,";",MonthProfit_2014[3]:0:0,";",MonthProfit_2014[2]:0:0,";",MonthProfit_2014[1]:0:0,";");
mmName=Text(“2021/12″,";","2021/11″,";","2021/10″,";","2021/9″,";","2021/8″,";","2021/7″,";","2021/6″,";"“2021/5″,";","2021/4″,";","2021/3″,";","2021/2″,";","2021/1″,";"
“2020/12″,";","2020/11″,";","2020/10″,";","2020/9″,";","2020/8″,";","2020/7″,";","2020/6″,";",“2020/5″,";","2020/4″,";","2020/3″,";","2020/2″,";","2020/1″,";",“2019/12″,";","2019/11″,";","2019/10″,";","2019/9″,";","2019/8″,";","2019/7″,";","2019/6″,";",“2019/5″,";","2019/4″,";","2019/3″,";","2019/2″,";","2019/1″,";",“2018/12″,";","2018/11″,";","2018/10″,";","2018/9″,";","2018/8″,";","2018/7″,";","2018/6″,";",“2018/5″,";","2018/4″,";","2018/3″,";","2018/2″,";","2018/1″,";",“2017/12″,";","2017/11″,";","2017/10″,";","2017/9″,";","2017/8″,";","2017/7″,";","2017/6″,";",“2017/5″,";","2017/4″,";","2017/3″,";","2017/2″,";","2017/1″,";",“2016/12″,";","2016/11″,";","2016/10″,";","2016/9″,";","2016/8″,";","2016/7″,";","2016/6″,";",“2016/5″,";","2016/4″,";","2016/3″,";","2016/2″,";","2016/1″,";",“2015/12″,";","2015/11″,";","2015/10″,";","2015/9″,";","2015/8″,";","2015/7″,";","2015/6″,";",“2015/5″,";","2015/4″,";","2015/3″,";","2015/2″,";","2015/1″,";",“2014/12″,";","2014/11″,";","2014/10″,";","2014/9″,";","2014/8″,";","2014/7″,";","2014/6″,";",“2014/5″,";","2014/4″,";","2014/3″,";","2014/2″,";","2014/1″,";");
我的模組績效輸出欄位有 :
1. K棒時間長度、2.亂數種子、3.交易次數、4.累積淨利、5.MDD、6.連續最大虧損次數、7.Profit/MDD的比值、8.勝率、9.凱利值、10.資金成長比例、11.本金翻倍所需交易次數、12.本金翻倍所需時間、13.最近連續20筆交易淨利，位居過去連續20筆交易淨利的百分位數、14.連續交易20筆仍為虧損的機率、15.最近連續50筆交易淨利，位居過去連續50筆交易淨利的百分位數、16.連續交易50筆仍為虧損的機率、17.年度獲利、18.各月份獲利
當然，如何閱讀與挑選Multicharts的績效報表，這牽涉到交易員的主觀判斷與風險的承受能力，下回我再繼續分享我的績效指標挑選的邏輯
程式碼分享如下 :
// Preference Table ***
{Print.Output.List}
Vars:PreferenceName(“"),PreferenceSet(“"),yyNP(“"),yyName(“"),mmNP(“"),mmName(“");
Vars:LongProfit(0),ShortProfit(0),NP(0),MDD(0),NumMaxLost(0),NMRatio(0),Win(0),ET(0),PF(0);
Vars:AvgP(0),AvgL(0),KR(0),WLR(0),Gvalue(0),Dnum(0),DTime(0),EndDate(0);
Vars:Sum20Value(0),Sum20Count(0),Sum20Rank100(“"),Sum50Value(0),Sum50Count(0);
Vars:Sum50Rank100(“"),ZeroSum20Count(0),ZeroSum50Count(0),ZeroSum20Rank100(“"),ZeroSum50Rank100(“");
Arrays:TradeSeries[39999](0),TradeEnDate[39999](0),Sum20[39999](0),Sum50[39999](0);
//Year Month Preference
Arrays:YearProfit[25](0),MonthProfit_2021[12](0),MonthProfit_2020[12](0),MonthProfit_2019[12](0),MonthProfit_2018[12](0),MonthProfit_2017[12](0),MonthProfit_2016[12](0);
Arrays:MonthProfit_2015[12](0),MonthProfit_2014[12](0),MonthProfit_2013[12](0),MonthProfit_2012[12](0),MonthProfit_2011[12](0),MonthProfit_2010[12](0);
If LastBarOnChart then begin
For ii = 1 to TN begin //
TradeSeries[ii]=PositionProfit(ii);
TradeEnDate[ii]=EntryDate(ii);
If MarketPosition(ii)=1 then LongProfit=LongProfit+TradeSeries[ii];
If MarketPosition(ii)=-1 then ShortProfit=ShortProfit+TradeSeries[ii];
//If SignalName=1 then ExText=Text(ExText,EntryName(ii),"+",ExitName(ii),"|");
End; //
For ii = 1 to TN begin
Switch Year(TradeEnDate[ii])+1900 begin
Case 2021 : YearProfit[1]=YearProfit[1]+TradeSeries[ii];
Case 2020 : YearProfit[2]=YearProfit[2]+TradeSeries[ii];
Case 2019 : YearProfit[3]=YearProfit[3]+TradeSeries[ii];
Case 2018 : YearProfit[4]=YearProfit[4]+TradeSeries[ii];
Case 2017 : YearProfit[5]=YearProfit[5]+TradeSeries[ii];
Case 2016 : YearProfit[6]=YearProfit[6]+TradeSeries[ii];
Case 2015 : YearProfit[7]=YearProfit[7]+TradeSeries[ii];
Case 2014 : YearProfit[8]=YearProfit[8]+TradeSeries[ii];
End;
End;
yyNP=Text(YearProfit[1]:0:0,";",YearProfit[2]:0:0,";",YearProfit[3]:0:0,";",YearProfit[4]:0:0,";",YearProfit[5]:0:0,";",YearProfit[6]:0:0,";",YearProfit[7]:0:0,";",YearProfit[8]:0:0,";");
yyName=Text(“2021″,"2020″,";","2019″,";","2018″,";","2017″,";","2016″,";","2015″,";","2014″);
For ii = 1 to TN begin
Switch Text(Year(TradeEnDate[ii]):0:0,"/",Month(TradeEnDate[ii]):0:0) begin
Case “121/12″ : MonthProfit_2021[1]=MonthProfit_2021[1]+TradeSeries[ii];
Case “121/11″ : MonthProfit_2021[2]=MonthProfit_2021[2]+TradeSeries[ii];
Case “121/10″ : MonthProfit_2021[3]=MonthProfit_2021[3]+TradeSeries[ii];
Case “121/9″ : MonthProfit_2021[4]=MonthProfit_2021[4]+TradeSeries[ii];
Case “121/8″ : MonthProfit_2021[5]=MonthProfit_2021[5]+TradeSeries[ii];
Case “121/7″ : MonthProfit_2021[6]=MonthProfit_2021[6]+TradeSeries[ii];
Case “121/6″ : MonthProfit_2021[7]=MonthProfit_2021[7]+TradeSeries[ii];
Case “121/5″ : MonthProfit_2021[8]=MonthProfit_2021[8]+TradeSeries[ii];
Case “121/4″ : MonthProfit_2021[9]=MonthProfit_2021[9]+TradeSeries[ii];
Case “121/3″ : MonthProfit_2021[10]=MonthProfit_2021[10]+TradeSeries[ii];
Case “121/2″ : MonthProfit_2021[11]=MonthProfit_2021[11]+TradeSeries[ii];
Case “121/1″ : MonthProfit_2021[12]=MonthProfit_2021[12]+TradeSeries[ii];
Case “120/12″ : MonthProfit_2020[1]=MonthProfit_2020[1]+TradeSeries[ii];
Case “120/11″ : MonthProfit_2020[2]=MonthProfit_2020[2]+TradeSeries[ii];
Case “120/10″ : MonthProfit_2020[3]=MonthProfit_2020[3]+TradeSeries[ii];
Case “120/9″ : MonthProfit_2020[4]=MonthProfit_2020[4]+TradeSeries[ii];
Case “120/8″ : MonthProfit_2020[5]=MonthProfit_2020[5]+TradeSeries[ii];
Case “120/7″ : MonthProfit_2020[6]=MonthProfit_2020[6]+TradeSeries[ii];
Case “120/6″ : MonthProfit_2020[7]=MonthProfit_2020[7]+TradeSeries[ii];
Case “120/5″ : MonthProfit_2020[8]=MonthProfit_2020[8]+TradeSeries[ii];
Case “120/4″ : MonthProfit_2020[9]=MonthProfit_2020[9]+TradeSeries[ii];
Case “120/3″ : MonthProfit_2020[10]=MonthProfit_2020[10]+TradeSeries[ii];
Case “120/2″ : MonthProfit_2020[11]=MonthProfit_2020[11]+TradeSeries[ii];
Case “120/1″ : MonthProfit_2020[12]=MonthProfit_2020[12]+TradeSeries[ii];
Case “119/12″ : MonthProfit_2019[1]=MonthProfit_2019[1]+TradeSeries[ii];
Case “119/11″ : MonthProfit_2019[2]=MonthProfit_2019[2]+TradeSeries[ii];
Case “119/10″ : MonthProfit_2019[3]=MonthProfit_2019[3]+TradeSeries[ii];
Case “119/9″ : MonthProfit_2019[4]=MonthProfit_2019[4]+TradeSeries[ii];
Case “119/8″ : MonthProfit_2019[5]=MonthProfit_2019[5]+TradeSeries[ii];
Case “119/7″ : MonthProfit_2019[6]=MonthProfit_2019[6]+TradeSeries[ii];
Case “119/6″ : MonthProfit_2019[7]=MonthProfit_2019[7]+TradeSeries[ii];
Case “119/5″ : MonthProfit_2019[8]=MonthProfit_2019[8]+TradeSeries[ii];
Case “119/4″ : MonthProfit_2019[9]=MonthProfit_2019[9]+TradeSeries[ii];
Case “119/3″ : MonthProfit_2019[10]=MonthProfit_2019[10]+TradeSeries[ii];
Case “119/2″ : MonthProfit_2019[11]=MonthProfit_2019[11]+TradeSeries[ii];
Case “119/1″ : MonthProfit_2019[12]=MonthProfit_2019[12]+TradeSeries[ii];
Case “118/12″ : MonthProfit_2018[1]=MonthProfit_2018[1]+TradeSeries[ii];
Case “118/11″ : MonthProfit_2018[2]=MonthProfit_2018[2]+TradeSeries[ii];
Case “118/10″ : MonthProfit_2018[3]=MonthProfit_2018[3]+TradeSeries[ii];
Case “118/9″ : MonthProfit_2018[4]=MonthProfit_2018[4]+TradeSeries[ii];
Case “118/8″ : MonthProfit_2018[5]=MonthProfit_2018[5]+TradeSeries[ii];
Case “118/7″ : MonthProfit_2018[6]=MonthProfit_2018[6]+TradeSeries[ii];
Case “118/6″ : MonthProfit_2018[7]=MonthProfit_2018[7]+TradeSeries[ii];
Case “118/5″ : MonthProfit_2018[8]=MonthProfit_2018[8]+TradeSeries[ii];
Case “118/4″ : MonthProfit_2018[9]=MonthProfit_2018[9]+TradeSeries[ii];
Case “118/3″ : MonthProfit_2018[10]=MonthProfit_2018[10]+TradeSeries[ii];
Case “118/2″ : MonthProfit_2018[11]=MonthProfit_2018[11]+TradeSeries[ii];
Case “118/1″ : MonthProfit_2018[12]=MonthProfit_2018[12]+TradeSeries[ii];
Case “117/12″ : MonthProfit_2017[1]=MonthProfit_2017[1]+TradeSeries[ii];
Case “117/11″ : MonthProfit_2017[2]=MonthProfit_2017[2]+TradeSeries[ii];
Case “117/10″ : MonthProfit_2017[3]=MonthProfit_2017[3]+TradeSeries[ii];
Case “117/9″ : MonthProfit_2017[4]=MonthProfit_2017[4]+TradeSeries[ii];
Case “117/8″ : MonthProfit_2017[5]=MonthProfit_2017[5]+TradeSeries[ii];
Case “117/7″ : MonthProfit_2017[6]=MonthProfit_2017[6]+TradeSeries[ii];
Case “117/6″ : MonthProfit_2017[7]=MonthProfit_2017[7]+TradeSeries[ii];
Case “117/5″ : MonthProfit_2017[8]=MonthProfit_2017[8]+TradeSeries[ii];
Case “117/4″ : MonthProfit_2017[9]=MonthProfit_2017[9]+TradeSeries[ii];
Case “117/3″ : MonthProfit_2017[10]=MonthProfit_2017[10]+TradeSeries[ii];
Case “117/2″ : MonthProfit_2017[11]=MonthProfit_2017[11]+TradeSeries[ii];
Case “117/1″ : MonthProfit_2017[12]=MonthProfit_2017[12]+TradeSeries[ii];
Case “116/12″ : MonthProfit_2016[1]=MonthProfit_2016[1]+TradeSeries[ii];
Case “116/11″ : MonthProfit_2016[2]=MonthProfit_2016[2]+TradeSeries[ii];
Case “116/10″ : MonthProfit_2016[3]=MonthProfit_2016[3]+TradeSeries[ii];
Case “116/9″ : MonthProfit_2016[4]=MonthProfit_2016[4]+TradeSeries[ii];
Case “116/8″ : MonthProfit_2016[5]=MonthProfit_2016[5]+TradeSeries[ii];
Case “116/7″ : MonthProfit_2016[6]=MonthProfit_2016[6]+TradeSeries[ii];
Case “116/6″ : MonthProfit_2016[7]=MonthProfit_2016[7]+TradeSeries[ii];
Case “116/5″ : MonthProfit_2016[8]=MonthProfit_2016[8]+TradeSeries[ii];
Case “116/4″ : MonthProfit_2016[9]=MonthProfit_2016[9]+TradeSeries[ii];
Case “116/3″ : MonthProfit_2016[10]=MonthProfit_2016[10]+TradeSeries[ii];
Case “116/2″ : MonthProfit_2016[11]=MonthProfit_2016[11]+TradeSeries[ii];
Case “116/1″ : MonthProfit_2016[12]=MonthProfit_2016[12]+TradeSeries[ii];
Case “115/12″ : MonthProfit_2015[1]=MonthProfit_2015[1]+TradeSeries[ii];
Case “115/11″ : MonthProfit_2015[2]=MonthProfit_2015[2]+TradeSeries[ii];
Case “115/10″ : MonthProfit_2015[3]=MonthProfit_2015[3]+TradeSeries[ii];
Case “115/9″ : MonthProfit_2015[4]=MonthProfit_2015[4]+TradeSeries[ii];
Case “115/8″ : MonthProfit_2015[5]=MonthProfit_2015[5]+TradeSeries[ii];
Case “115/7″ : MonthProfit_2015[6]=MonthProfit_2015[6]+TradeSeries[ii];
Case “115/6″ : MonthProfit_2015[7]=MonthProfit_2015[7]+TradeSeries[ii];
Case “115/5″ : MonthProfit_2015[8]=MonthProfit_2015[8]+TradeSeries[ii];
Case “115/4″ : MonthProfit_2015[9]=MonthProfit_2015[9]+TradeSeries[ii];
Case “115/3″ : MonthProfit_2015[10]=MonthProfit_2015[10]+TradeSeries[ii];
Case “115/2″ : MonthProfit_2015[11]=MonthProfit_2015[11]+TradeSeries[ii];
Case “115/1″ : MonthProfit_2015[12]=MonthProfit_2015[12]+TradeSeries[ii];
Case “114/12″ : MonthProfit_2014[1]=MonthProfit_2014[1]+TradeSeries[ii];
Case “114/11″ : MonthProfit_2014[2]=MonthProfit_2014[2]+TradeSeries[ii];
Case “114/10″ : MonthProfit_2014[3]=MonthProfit_2014[3]+TradeSeries[ii];
Case “114/9″ : MonthProfit_2014[4]=MonthProfit_2014[4]+TradeSeries[ii];
Case “114/8″ : MonthProfit_2014[5]=MonthProfit_2014[5]+TradeSeries[ii];
Case “114/7″ : MonthProfit_2014[6]=MonthProfit_2014[6]+TradeSeries[ii];
Case “114/6″ : MonthProfit_2014[7]=MonthProfit_2014[7]+TradeSeries[ii];
Case “114/5″ : MonthProfit_2014[8]=MonthProfit_2014[8]+TradeSeries[ii];
Case “114/4″ : MonthProfit_2014[9]=MonthProfit_2014[9]+TradeSeries[ii];
Case “114/3″ : MonthProfit_2014[10]=MonthProfit_2014[10]+TradeSeries[ii];
Case “114/2″ : MonthProfit_2014[11]=MonthProfit_2014[11]+TradeSeries[ii];
Case “114/1″ : MonthProfit_2014[12]=MonthProfit_2014[12]+TradeSeries[ii];
End;
End;
mmNP=Text(MonthProfit_2021[12]:0:0,";",MonthProfit_2021[11]:0:0,";",MonthProfit_2021[10]:0:0,";",MonthProfit_2021[9]:0:0,";",MonthProfit_2021[8]:0:0,";",MonthProfit_2021[7]:0:0,";",MonthProfit_2021[6]:0:0,";",MonthProfit_2021[5]:0:0,";",MonthProfit_2021[4]:0:0,";",MonthProfit_2021[3]:0:0,";",MonthProfit_2021[2]:0:0,";",MonthProfit_2021[1]:0:0,";",MonthProfit_2020[12]:0:0,";",MonthProfit_2020[11]:0:0,";",MonthProfit_2020[10]:0:0,";",MonthProfit_2020[9]:0:0,";",MonthProfit_2020[8]:0:0,";",MonthProfit_2020[7]:0:0,";",MonthProfit_2020[6]:0:0,";",MonthProfit_2020[5]:0:0,";",MonthProfit_2020[4]:0:0,";",MonthProfit_2020[3]:0:0,";",MonthProfit_2020[2]:0:0,";",MonthProfit_2020[1]:0:0,";",MonthProfit_2019[12]:0:0,";",MonthProfit_2019[11]:0:0,";",MonthProfit_2019[10]:0:0,";",MonthProfit_2019[9]:0:0,";",MonthProfit_2019[8]:0:0,";",MonthProfit_2019[7]:0:0,";",MonthProfit_2019[6]:0:0,";",MonthProfit_2019[5]:0:0,";",MonthProfit_2019[4]:0:0,";",MonthProfit_2019[3]:0:0,";",MonthProfit_2019[2]:0:0,";",MonthProfit_2019[1]:0:0,";",MonthProfit_2018[12]:0:0,";",MonthProfit_2018[11]:0:0,";",MonthProfit_2018[10]:0:0,";",MonthProfit_2018[9]:0:0,";",MonthProfit_2018[8]:0:0,";",MonthProfit_2018[7]:0:0,";",MonthProfit_2018[6]:0:0,";",MonthProfit_2018[5]:0:0,";",MonthProfit_2018[4]:0:0,";",MonthProfit_2018[3]:0:0,";",MonthProfit_2018[2]:0:0,";",MonthProfit_2018[1]:0:0,";",MonthProfit_2017[12]:0:0,";",MonthProfit_2017[11]:0:0,";",MonthProfit_2017[10]:0:0,";",MonthProfit_2017[9]:0:0,";",MonthProfit_2017[8]:0:0,";",MonthProfit_2017[7]:0:0,";",MonthProfit_2017[6]:0:0,";",MonthProfit_2017[5]:0:0,";",MonthProfit_2017[4]:0:0,";",MonthProfit_2017[3]:0:0,";",MonthProfit_2017[2]:0:0,";",MonthProfit_2017[1]:0:0,";",MonthProfit_2016[12]:0:0,";",MonthProfit_2016[11]:0:0,";",MonthProfit_2016[10]:0:0,";",MonthProfit_2016[9]:0:0,";",MonthProfit_2016[8]:0:0,";",MonthProfit_2016[7]:0:0,";",MonthProfit_2016[6]:0:0,";",MonthProfit_2016[5]:0:0,";",MonthProfit_2016[4]:0:0,";",MonthProfit_2016[3]:0:0,";",MonthProfit_2016[2]:0:0,";",MonthProfit_2016[1]:0:0,";",MonthProfit_2015[12]:0:0,";",MonthProfit_2015[11]:0:0,";",MonthProfit_2015[10]:0:0,";",MonthProfit_2015[9]:0:0,";",MonthProfit_2015[8]:0:0,";",MonthProfit_2015[7]:0:0,";",MonthProfit_2015[6]:0:0,";",MonthProfit_2015[5]:0:0,";",MonthProfit_2015[4]:0:0,";",MonthProfit_2015[3]:0:0,";",MonthProfit_2015[2]:0:0,";",MonthProfit_2015[1]:0:0,";",MonthProfit_2014[12]:0:0,";",MonthProfit_2014[11]:0:0,";",MonthProfit_2014[10]:0:0,";",MonthProfit_2014[9]:0:0,";",MonthProfit_2014[8]:0:0,";",MonthProfit_2014[7]:0:0,";",MonthProfit_2014[6]:0:0,";",MonthProfit_2014[5]:0:0,";",MonthProfit_2014[4]:0:0,";",MonthProfit_2014[3]:0:0,";",MonthProfit_2014[2]:0:0,";",MonthProfit_2014[1]:0:0,";");
mmName=Text(“2021/12″,";","2021/11″,";","2021/10″,";","2021/9″,";","2021/8″,";","2021/7″,";","2021/6″,";"“2021/5″,";","2021/4″,";","2021/3″,";","2021/2″,";","2021/1″,";"
“2020/12″,";","2020/11″,";","2020/10″,";","2020/9″,";","2020/8″,";","2020/7″,";","2020/6″,";",“2020/5″,";","2020/4″,";","2020/3″,";","2020/2″,";","2020/1″,";",“2019/12″,";","2019/11″,";","2019/10″,";","2019/9″,";","2019/8″,";","2019/7″,";","2019/6″,";",“2019/5″,";","2019/4″,";","2019/3″,";","2019/2″,";","2019/1″,";",“2018/12″,";","2018/11″,";","2018/10″,";","2018/9″,";","2018/8″,";","2018/7″,";","2018/6″,";",“2018/5″,";","2018/4″,";","2018/3″,";","2018/2″,";","2018/1″,";",“2017/12″,";","2017/11″,";","2017/10″,";","2017/9″,";","2017/8″,";","2017/7″,";","2017/6″,";",“2017/5″,";","2017/4″,";","2017/3″,";","2017/2″,";","2017/1″,";",“2016/12″,";","2016/11″,";","2016/10″,";","2016/9″,";","2016/8″,";","2016/7″,";","2016/6″,";",“2016/5″,";","2016/4″,";","2016/3″,";","2016/2″,";","2016/1″,";",“2015/12″,";","2015/11″,";","2015/10″,";","2015/9″,";","2015/8″,";","2015/7″,";","2015/6″,";",“2015/5″,";","2015/4″,";","2015/3″,";","2015/2″,";","2015/1″,";",“2014/12″,";","2014/11″,";","2014/10″,";","2014/9″,";","2014/8″,";","2014/7″,";","2014/6″,";",“2014/5″,";","2014/4″,";","2014/3″,";","2014/2″,";","2014/1″,";");
If TN>30 and LongProfit>0 and ShortProfit>0 then begin //***
NP=NetProfit;
MDD=MaxIDDrawDown;
NumMaxLost=MaxConsecLosers;
If MDD<>0 then NMRatio=(-1)*NP/MDD;
Win=NumWinTrades/TN;
ET=NP/TN;
If GrossLoss<>0 then PF=(-1)GrossProfit/GrossLoss;
If NumWinTrades<>0 then AvgP=GrossProfit/NumWinTrades;
If NumLosTrades<>0 then AvgL=GrossLoss/NumLosTrades;
If NumLosTrades<>0 and NumWinTrades<>0 then WLR=(-1)(AvgP/AvgL);
If WLR<>0 then KR=((WLR+1)Win-1)/WLR; If WLR=0 then KR=0; Gvalue=0;
If 1+WLRKR>0 and 1-KR>0 then Gvalue=WinLog(1+WLRKR)+(1-Win)Log(1-KR);
If Gvalue<>0 then Dnum=Log(2)/Log(1+Gvalue);
If Gvalue=0 then Dnum=0; EndDate=DateToJulian(Date);
If TN>10 then DTime=Dnum((EndDate-StartDate)/TN)*(1/30);
If TN<10 then DTime=0;
//Performance of the Least 20 Trade
Sum20Rank100=Text(“Less #80″);
If TN>80 then begin //80
For ii = 1 to TN-20 begin
Sum20Value=0;
For jj = 0 to 19 begin
Sum20Value=Sum20Value+TradeSeries[ii+jj];
End;
Sum20[ii]=Sum20Value;
End;
Sum20Count=0;
ZeroSum20Count=0;
For ii = 1 to TN-20 begin
If Sum20[1]>Sum20[ii] then Sum20Count=Sum20Count+1;
If 0>Sum20[ii] then ZeroSum20Count=ZeroSum20Count+1;
End;
Sum20Rank100=Text((Sum20Count/(TN-20))100:0:2); ZeroSum20Rank100=Text((ZeroSum20Count/(TN-20))100:0:2);
End; //80
NP=NetProfit;
MDD=MaxIDDrawDown;
NumMaxLost=MaxConsecLosers;
If MDD<>0 then NMRatio=(-1)*NP/MDD;
Win=NumWinTrades/TN;
ET=NP/TN;
If GrossLoss<>0 then PF=(-1)GrossProfit/GrossLoss;
If NumWinTrades<>0 then AvgP=GrossProfit/NumWinTrades;
If NumLosTrades<>0 then AvgL=GrossLoss/NumLosTrades;
If NumLosTrades<>0 and NumWinTrades<>0 then WLR=(-1)(AvgP/AvgL);
If WLR<>0 then KR=((WLR+1)Win-1)/WLR; If WLR=0 then KR=0; Gvalue=0;
If 1+WLRKR>0 and 1-KR>0 then Gvalue=WinLog(1+WLRKR)+(1-Win)Log(1-KR);
If Gvalue<>0 then Dnum=Log(2)/Log(1+Gvalue);
If Gvalue=0 then Dnum=0; EndDate=DateToJulian(Date);
If TN>10 then DTime=Dnum((EndDate-StartDate)/TN)*(1/30);
If TN<10 then DTime=0;
//Performance of the Least 20 Trade
Sum20Rank100=Text(“Less #80″);
If TN>80 then begin //80
For ii = 1 to TN-20 begin
Sum20Value=0;
For jj = 0 to 19 begin
Sum20Value=Sum20Value+TradeSeries[ii+jj];
End;
Sum20[ii]=Sum20Value;
End;
Sum20Count=0;
ZeroSum20Count=0;
For ii = 1 to TN-20 begin
If Sum20[1]>Sum20[ii] then Sum20Count=Sum20Count+1;
If 0>Sum20[ii] then ZeroSum20Count=ZeroSum20Count+1;
End;
Sum20Rank100=Text((Sum20Count/(TN-20))100:0:2); ZeroSum20Rank100=Text((ZeroSum20Count/(TN-20))100:0:2);
End; //80
//Performance of the Least 50 Trade
Sum50Rank100=Text(“Less #150″);
If TN>150 and NP>0 then begin //150
For ii = 1 to TN-50 begin
Sum50Value=0;
For jj = 0 to 49 begin
Sum50Value=Sum50Value+TradeSeries[ii+jj];
End;
Sum50[ii]=Sum50Value;
End;
Sum50Count=0;
ZeroSum50Count=0;
For ii = 1 to TN-50 begin
If Sum50[1]>Sum50[ii] then Sum50Count=Sum50Count+1;
If 0>Sum50[ii] then ZeroSum50Count=ZeroSum50Count+1;
End;
Sum50Rank100=Text((Sum50Count/(TN-50))100:0:2); ZeroSum50Rank100=Text((ZeroSum50Count/(TN-50))100:0:2);
End; //150
End; //***
PreferenceName=Text(“Compression",";","0.Seed",";","1.TN",";","2.NP",";","3.MDD",";","4.NumMaxLost",";","5.NMratio",";","6.Win%",";","7.KR",";","8.G.Value",";",“9.Dnum",";","10.Dtime",";","11.Sum20Rank",";","12.ZeroSum20Rank",";","13.Sum50Rank",";","14.ZeroSum50Rank",";",yyName,";",mmName,";");
PreferenceSet=Text(TimeLen:0:0,";",Seed:0:0,";",TN:0:0,";",NP:0:0,";",MDD:0:0,";",NumMaxLost:0:0,";",NMRatio:3:3,";",Win:2:2,";",KR:2:2,";",GValue:2:2,";",DNum:2:2,";",DTime:2:2,";",Sum20Rank100:2:2,";",ZeroSum20Rank100:2:2,";",Sum50Rank100:2:2,";",ZeroSum50Rank100:2:2,";",yyNP,";",mmNP,";");//Print TitleIf Seed=131071 then FileAppend(Text(“C:\",GetStrategyName,".Profit.List.",(Date):0:0,Symbol,"“,TimeLen:0:0,".txt"),Text(PreferenceName,";",NewLine));
//Print Each Preference List FileAppend(Text(“C:\",GetStrategyName,".Profit.List.",(Date):0:0,Symbol,"“,TimeLen:0:0,".txt"),Text(PreferenceSet,";",{PrintWatch}NewLine));End; //If LastBarOnChart then begin
Sum50Rank100=Text(“Less #150″);
If TN>150 and NP>0 then begin //150
For ii = 1 to TN-50 begin
Sum50Value=0;
For jj = 0 to 49 begin
Sum50Value=Sum50Value+TradeSeries[ii+jj];
End;
Sum50[ii]=Sum50Value;
End;
Sum50Count=0;
ZeroSum50Count=0;
For ii = 1 to TN-50 begin
If Sum50[1]>Sum50[ii] then Sum50Count=Sum50Count+1;
If 0>Sum50[ii] then ZeroSum50Count=ZeroSum50Count+1;
End;
Sum50Rank100=Text((Sum50Count/(TN-50))100:0:2); ZeroSum50Rank100=Text((ZeroSum50Count/(TN-50))100:0:2);
End; //150
End; //***
PreferenceName=Text(“Compression",";","0.Seed",";","1.TN",";","2.NP",";","3.MDD",";","4.NumMaxLost",";","5.NMratio",";","6.Win%",";","7.KR",";","8.G.Value",";",“9.Dnum",";","10.Dtime",";","11.Sum20Rank",";","12.ZeroSum20Rank",";","13.Sum50Rank",";","14.ZeroSum50Rank",";",yyName,";",mmName,";");
PreferenceSet=Text(TimeLen:0:0,";",Seed:0:0,";",TN:0:0,";",NP:0:0,";",MDD:0:0,";",NumMaxLost:0:0,";",NMRatio:3:3,";",Win:2:2,";",KR:2:2,";",GValue:2:2,";",DNum:2:2,";",DTime:2:2,";",Sum20Rank100:2:2,";",ZeroSum20Rank100:2:2,";",Sum50Rank100:2:2,";",ZeroSum50Rank100:2:2,";",yyNP,";",mmNP,";");//Print TitleIf Seed=131071 then FileAppend(Text(“C:\",GetStrategyName,".Profit.List.",(Date):0:0,Symbol,"“,TimeLen:0:0,".txt"),Text(PreferenceName,";",NewLine));
//Print Each Preference List FileAppend(Text(“C:\",GetStrategyName,".Profit.List.",(Date):0:0,Symbol,"“,TimeLen:0:0,".txt"),Text(PreferenceSet,";",{PrintWatch}NewLine));End; //If LastBarOnChart then begin
為什麼會看到廣告
21會員
112內容數
留言0
查看全部
你可能也想看
Google News 追蹤
*合作聲明與警語：
本文係由國泰世華銀行邀稿。
證券服務係由國泰世華銀行辦理共同行銷證券經紀開戶業務，定期定額(股)服務由國泰綜合證券提供。
剛出社會的時候，很常在各種 Podcast 或 YouTube 甚至是在朋友間聊天，都會聽到各種市場動態、理財話題，像是：聯準會降息或是近期哪些科
這個世界毀滅過......
顧蒼生站在虛無中，看著充滿裂痕的基岩上留下的碑文，那是難以言喻的歲月...
他看完後，默然無語...
這些年因為孤寂，他四下搜尋著mc世界，發現了這個世界曾經有過的文明，並且發現了很多紀載，最後在這個世界根源處獲得了將一切連接起來的拼圖，終於知道這個世界為什麼會變成
本書在婦科調養方面頗為實用。
它詳細剖析每個年齡層的女人、在每個生理階段的身體激素變化，以及該如何保養。不僅解開多年來對婦科的疑惑，也能更加了解自己的身體。
看到摩拉克斯抽搐的臉皮，他笑了笑，拄著臉看著討論著的眾人，眼神逐漸深邃，漸漸地陷入回憶
顧蒼生這個名字其實是他很久遠，很久遠，還是一個人類時的名字，那個時候他還只是地球上一個名為台灣的小島國中的一枚普通的社畜，並不是日本動畫裡自稱補通但實則一點都不普通的社畜
而是真真正正，非常非常的普通，每天朝
摩拉克斯很快地穿越了璃月港，期間理所當然地動用了一些力量屏蔽了凡人對於兩人的感知，主動忽略掉他們，很快的他們來到了璃月政治的中心玉京臺上的月海亭中，此時的月海亭上摩肩接踵好不繁忙，大量的官員抱著文件來來去去
在摩拉克斯的帶領下，他們來到了一間華貴優美的會議室中，此時，整個會議室極為肅穆，一份份機密
＂界主......那麼，顧蒼生閣下，可否知道你為什麼來這個世界＂對於眼前的人來自於別的世界，摩拉克斯並不意外，畢竟他出場的方式太過顯眼，而提瓦特大陸也不缺外來者，他訝異的是，這個叫做顧蒼生的陌生神靈竟然是一個世界的主人，位格等同於提瓦特大陸的天理，同時，他還想到，為什麼這麼高位格的人出現在提瓦特世界
MC
台灣的個人或團隊,
在solana黑客松,
還有哪些值得開發的專案例子?
幸福課程
幸福教練黃老師
潮資訊媒體
1. Larix：
描述：
Larix 是一個 Solana 上的借貸門戶，
旨在為 Solana 生態的資產持有者提供高效、
安全的加密資產借貸服
MC
台灣的個人或團隊,
在solana黑客松,
還有哪些值得開發的專案例子?
幸福課程
幸福教練黃老師
潮資訊媒體
1. Larix：
描述：
Larix 是一個 Solana 上的借貸門戶，
旨在為 Solana 生態的資產持有者提供高效、
安全的加密資產借貸服
MC
What is the cost of Ethereum upgrades?
Will the gap between rich and poor in the virtual currency circle widen?
Will power be concentrated in a
MC
以太坊升級的代價是什麼？
虛擬幣圈的貧富差距會不會擴大？
權力會集中在少數人身上嗎？
未來，以太坊將繼續出現哪些挑戰？
#VitalikButerin
#ETHTaipei2024
#ETHTaipeiHackathon2024
...
(好的顧問導師教練
協助妳
当艺术家手握着画笔执着于自己心中理想的彩绘，他会发现越是全情投入越不免身上沾满颜料，而看似【髒藝術家】的他其实本就已成为另一幅艺术。MC HotDog熱狗终于带来了这首《髒藝術家》的录音室版本，去年热狗在《中國說唱巔峰對決》首次演唱这首歌的表演还历历在目。
*合作聲明與警語：
本文係由國泰世華銀行邀稿。
證券服務係由國泰世華銀行辦理共同行銷證券經紀開戶業務，定期定額(股)服務由國泰綜合證券提供。
剛出社會的時候，很常在各種 Podcast 或 YouTube 甚至是在朋友間聊天，都會聽到各種市場動態、理財話題，像是：聯準會降息或是近期哪些科
這個世界毀滅過......
顧蒼生站在虛無中，看著充滿裂痕的基岩上留下的碑文，那是難以言喻的歲月...
他看完後，默然無語...
這些年因為孤寂，他四下搜尋著mc世界，發現了這個世界曾經有過的文明，並且發現了很多紀載，最後在這個世界根源處獲得了將一切連接起來的拼圖，終於知道這個世界為什麼會變成
本書在婦科調養方面頗為實用。
它詳細剖析每個年齡層的女人、在每個生理階段的身體激素變化，以及該如何保養。不僅解開多年來對婦科的疑惑，也能更加了解自己的身體。
看到摩拉克斯抽搐的臉皮，他笑了笑，拄著臉看著討論著的眾人，眼神逐漸深邃，漸漸地陷入回憶
顧蒼生這個名字其實是他很久遠，很久遠，還是一個人類時的名字，那個時候他還只是地球上一個名為台灣的小島國中的一枚普通的社畜，並不是日本動畫裡自稱補通但實則一點都不普通的社畜
而是真真正正，非常非常的普通，每天朝
摩拉克斯很快地穿越了璃月港，期間理所當然地動用了一些力量屏蔽了凡人對於兩人的感知，主動忽略掉他們，很快的他們來到了璃月政治的中心玉京臺上的月海亭中，此時的月海亭上摩肩接踵好不繁忙，大量的官員抱著文件來來去去
在摩拉克斯的帶領下，他們來到了一間華貴優美的會議室中，此時，整個會議室極為肅穆，一份份機密
＂界主......那麼，顧蒼生閣下，可否知道你為什麼來這個世界＂對於眼前的人來自於別的世界，摩拉克斯並不意外，畢竟他出場的方式太過顯眼，而提瓦特大陸也不缺外來者，他訝異的是，這個叫做顧蒼生的陌生神靈竟然是一個世界的主人，位格等同於提瓦特大陸的天理，同時，他還想到，為什麼這麼高位格的人出現在提瓦特世界
MC
台灣的個人或團隊,
在solana黑客松,
還有哪些值得開發的專案例子?
幸福課程
幸福教練黃老師
潮資訊媒體
1. Larix：
描述：
Larix 是一個 Solana 上的借貸門戶，
旨在為 Solana 生態的資產持有者提供高效、
安全的加密資產借貸服
MC
台灣的個人或團隊,
在solana黑客松,
還有哪些值得開發的專案例子?
幸福課程
幸福教練黃老師
潮資訊媒體
1. Larix：
描述：
Larix 是一個 Solana 上的借貸門戶，
旨在為 Solana 生態的資產持有者提供高效、
安全的加密資產借貸服
MC
What is the cost of Ethereum upgrades?
Will the gap between rich and poor in the virtual currency circle widen?
Will power be concentrated in a
MC
以太坊升級的代價是什麼？
虛擬幣圈的貧富差距會不會擴大？
權力會集中在少數人身上嗎？
未來，以太坊將繼續出現哪些挑戰？
#VitalikButerin
#ETHTaipei2024
#ETHTaipeiHackathon2024
...
(好的顧問導師教練
協助妳
当艺术家手握着画笔执着于自己心中理想的彩绘，他会发现越是全情投入越不免身上沾满颜料，而看似【髒藝術家】的他其实本就已成为另一幅艺术。MC HotDog熱狗终于带来了这首《髒藝術家》的录音室版本，去年热狗在《中國說唱巔峰對決》首次演唱这首歌的表演还历历在目。