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Jim Dean

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Joined: 10/11/2012
Location: L'ville, GA

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Subject : RE: CAR, MDD and Calmar, in an OScript condition
Posted : 5/8/2014 2:58 PM
Post #30447 - In reply to #30445

I should have started off by saying this:

1. Warning ... for experimenters only ... not for faint of heart!

2. Hopefully ... once dust settles from OVest V3 work, we will have access to the MDD, CAR, Calmar and other "metrics" for both Strat's and Port's, directly from the OScript window. BUT ... that requires a parser change and that's not trivial ... so it will likely be awhile. Hopefully these will help out in the meantime.

3. PortBal will definitely provide for rules like this, somehow. But it's quite possible that the metrics won't make it very quickly to the Strat level ... so this might have usefulness for several months at least, maybe longer.

4. Part of the reason for posting this is to show people who have a yen for such things, that OSCRIPT IS POWERFUL. It's a toolkit that can do a lot of things which most folks can't imagine would be possible.

5. Finally, the MDD thing is a pretty good demo of WHY the "BarsSince" function would be sooo helpful for OScript, and when the dust settles from OVest rollout, I hope Nirvana will add it to the OScript toolkit.
Deleting message 30447 : RE: CAR, MDD and Calmar, in an OScript condition


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