Chris, with the AFL code I can plot a few things. I show 2, the graph of the theoretical return + real return (started tracking this on May/9, before I tracked this stuff with Excel which cost me a lot of time. As you see my system having a bad period hehehe ... system is flat, I am making a some money). Then the other chart is normalised cumulative delta (the difference between the open price en the entry / exit price). If this number is negative it means that I am performing better than my theoretical system. A number of -0.1 means 0.1% per trade better than the theoretical system.
rgds, Ed
<<attachment: delta.png>>
<<attachment: return.png>>
