| FUNCTION |
The function adds a data point with specified x,y co-ordinates, text description and point color
to the exploration (XY) scatter chart defined by ''chartname'' parameter.
If chart with given name does not exists already it creates a scatter chart tab in the New Analysis Exploration output window.
Returns 1 (true) on success (when point was added), or 0 (false) on failure - for example when x or y arguments were Null
More on XY charts in explorations can be read in the Tutorial: How to create your own exploration
|
| EXAMPLE |
// XY chart coding example
// This formula generates 2 X-Y scatter charts that
display relationship between
// final trade profit and MFE and MAE
Buy = Cross( MACD(), Signal());
Sell = Cross( Signal(), MACD()
);
Short = False;
Cover = False;
Eq = Equity( 1 ); //
single-security equity this evaluates stops (if you use them) and
removes extra signals
Entry = Buy OR Short;
EqAtEntry = ValueWhen(
Entry, Eq );
Profit = 100 * ( Eq - EqAtEntry
) / EqAtEntry; // percent profit
// MAE and MFE below use CLOSING equity, MAE and MFE
in the report use high/low price
MAE = 100 * ( LowestSince(
Entry, Eq ) - EqAtEntry ) / EqAtEntry; // percent
MAE
MFE = 100 * ( HighestSince(
Entry, Eq ) - EqAtEntry ) / EqAtEntry; // percent
MAE
bi = BarIndex();
Len = bi - ValueWhen( Entry,
bi );
EntryPrice = ValueWhen(
Entry, BuyPrice );
// if you prefer MAE/MFE using high/low price
// uncomment the lines below (long only Version)
MAE = 100 * ( LowestSince(
Entry, Low ) - EntryPrice
) / EntryPrice ; // percent MAE using low
MFE = 100 * ( HighestSince(
Entry, High ) -
EntryPrice ) / EntryPrice ; // percent MAE using high
Exit = Sell OR Cover;
dt = DateTime();
Clr = ColorHSB( Status("stocknum"), 255, 255 );
for( bar = 0;
bar < BarCount;
bar++ )
{
if(
Exit[ bar ] )
{
// item text consists of two parts
// first part (before t) is a item name displayed
immediatelly on XY chart
// second part (after t) is a tooltip hint text that
is displayed in the tooltip
// when you hover on given item
// here we will only use hint text
HintText = "t" + Name()+"@"+ DateTimeToStr(
dt[ bar ] );
XYChartAddPoint( "Profit
vs MAE", HintText, MAE[ bar ], Profit[ bar ],Clr );
XYChartAddPoint( "Profit
vs MFE", HintText, MFE[ bar ], Profit[ bar ], Clr
);
XYChartAddPoint( "Profit
vs trade length", HintText, Len[ bar ], Profit[ bar
], Clr );
}
}
XYChartSetAxis( "Profit
vs MAE", "[MAE]", "[Profit]" );
XYChartSetAxis( "Profit
vs MFE", "[MFE]", "[Profit]" );
XYChartSetAxis( "Profit
vs trade length", "[Length]", "[Profit]" );
Filter = Exit;
AddColumn( Eq, "Equity" );
AddColumn( Profit, "Profit" );
AddColumn( MAE, "MAE" );
AddColumn( MFE, "MFE" );
AddColumn( Len, "trade
length" ); |