Bruce, I just got back and you're probably gone. Thank you very much for the follow up. Adding a ROC to my views isn't distracting. You should see the Norad I have going on sometimes. By the time you see this, hope you had a good weekend.

Bruce, superb. Yes, I know this isn't backtesting  I do that exhaustively and with a totally different set of criteria and processing. I'm looking for a framework for comparing, which is exactly what you solved.
I'll dig into these to see how they work. Thanks very much. Much appreciated.

Hello.
I want to evaluate a ticker over time using the DSS indicator. I'd like to know the total price change indicated by the first green in a series and closed by the first red, using open prices for both values, say for 250 bars.
The example below boxes DSS indicator's signals and a line traing the general barpath. I didn't do it exhaustively, and this is a only a few of the "green" examples.
1. If possible, I would like help with a formula for the "green" sum over 250 bars = UPS
2. A secod formula for "red" (first red is the start, first green closes the calculation) over 250 bars = DOWN
3. A third formula/ratio to compare the two = UPSDOWNS, over 250.
I am not certain whether this should be in percentchange or not, but I think this would be best since it will make comparison of other tickers easier.
Thank you very much for taking a look.
____
What I use for Green:
100 * XAVG((XAVG(STOC10, 5)  MIN(XAVG(STOC10, 5), 10)) / (MAX(XAVG(STOC10, 5), 10)  MIN(XAVG(STOC10, 5), 10)), 5)
What I use for Red:
100 * XAVG((XAVG(STOC10, 5)  MIN(XAVG(STOC10, 5), 10)) / (MAX(XAVG(STOC10, 5), 10)  MIN(XAVG(STOC10, 5), 10)), 5) / ABS(XAVG((XAVG(STOC10, 5)  MIN(XAVG(STOC10, 5), 10)) / (MAX(XAVG(STOC10, 5), 10)  MIN(XAVG(STOC10, 5), 10)), 5) < XAVG((XAVG(STOC10.1.1, 5)  MIN(XAVG(STOC10.1.1, 5), 10)) / (MAX(XAVG(STOC10.1.1, 5), 10)  MIN(XAVG(STOC10.1.1, 5), 10)), 5))
What I use to draw the line:
100 * XAVG((XAVG(STOC10, 5)  MIN(XAVG(STOC10, 5), 10)) / (MAX(XAVG(STOC10, 5), 10)  MIN(XAVG(STOC10, 5), 10)), 5)

Hello.
Is it possible to do something like a Lake Ratio? An adequate description for a version of this ratio comes from another place.
"Take daily equity values E(i) and calculate the data series P(i), the "peaks", defined as
P(i) = MAX(E(n)) for n=1 to n=i
Then calcuate two numbers, WATER and EARTH:
WATER = SUM( P(j)  E(j) ) for j=1 to ndays
EARTH = SUM( E(k) ) for k=1 to ndays
Lake Ratio = WATER/EARTH
The Lake Ratio includes all drawdowns in its construction, not just the maximum drawdown. If system A has one 30% drawdown and lots of 10% dd's, while system B has one 20% drawdown and lots of 15% dd's, Lake Ratio will prefer A but MAR will prefer B.
Technical note: the definition for P(i) above represents an OrderNsquared algorithm. But a moment's thought will reveal a simple way to program it as OrderN"

I'm later than planned, but I just wanted to thank Bruce and other folks here for the superb product support and expertise. A great, healthy, happy year (and beyond) to you all.

I'd forgotten that the market was closed.

Hello.
Are prices in v7 for 12052018 correct? Even after updates, I'm not getting prices for EDZ, GUSH, UGAZ specifically and possibly for many others.
Thank you.

Markhike, I'm sorry I didn't reply to this before. This is extremely helpful and works well! Thank you very much for submitting the script. I appreciate it.

Hi, Bruce. Thank you very much for offering ideas around the problem. This is very helpful.
