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use indicators on a time serie

Posted By remi 5 Years Ago
Posted Thursday May 10 2012
Hello peers,

I am building a time serie, using RightEdge, that I am exporting in a text file.

I am able to reimport that file into right edge and display the chart.

My question is how could I calculate the following indicators:

   *   MaxDrawDown, Calmar Ratio ,Up Months, Down Months, Worst Day, Best Day, Avg Up Days


It seems, as a first glance, not possible to do that.

Thank you

 PS: I am building my time serie based on a strategy. Based on a signal, I Buy or Sell an index.

Posted Sunday May 13 2012
Do you want to view these or do you want to access them programmatically and make trading decisions based on them? To view them you can run a system and most of them are available in the system results. In the "System Results" tab of the RightEdge options you can enable some more system results tabs that aren't enabled by default.

If you want to access these from a trading system, there are properties on SystemData.SystemStatistics.CurStat for some statistics such as the max drawdown.

In either case, some of these calculations aren't included and you'd have to do them yourself.

Posted Wednesday May 23 2012
Thank you for your answer.
I wonder what system do I have to run on my time serie to retrieve the indicators?

Thank you.

Posted Friday May 25 2012
remi (5/23/2012)
I wonder what system do I have to run on my time serie to retrieve the indicators?

Sorry, I don't understand what you're trying to do. If you can explain in more detail I might be able to help.


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