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Tomasz,
thank you for this reply.
Unfortunately Yahoo timing is upside down.
In a message posted 1 h before I have added some details for numbers
up to 164*10^7, which, as I see now is a bit below this limit of
214*10^7.
Anyway, for an initial equity of 10000 it is not easy to reach this
number as an CompositeEquity value.
Please read the other message, if it comes...
DT
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Dimitris,
>
> Volume field is integer it can store max positive value of 2^31
> (2'147'483'648)
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "dtsokakis" <TSOKAKIS@xxxx>
> To: <amibroker@xxxx>
> Sent: Wednesday, April 17, 2002 12:18 PM
> Subject: [amibroker] Re: Equity Curve, Applications
>
>
> > Tomasz,
> > When I used "V" I run some systems for ^NDX group with initial
equity
> > 10000 and Total % Net profit more than +10000% without overflow
> > problem. Is there any specific limit for "V" ?
> > [in other words, how much should I gain to reach this overflow...]
> > Best Regards
> > Dimitris Tsokakis
> > --- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> > > Mike,
> > >
> > > Are you sure you are using "C" not "V" as in original Dimitris
> > formula?
> > > ("C" is correct, "V" is not because it can overflow with huge
> > equity amounts)
> > > Also, what your Initial Equity is and for how many symbols you
run
> > a scan?
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > > ----- Original Message -----
> > > From: Mike Lucero
> > > To: amibroker@xxxx
> > > Sent: Wednesday, April 17, 2002 11:34 AM
> > > Subject: Re: [amibroker] Re: Equity Curve, Applications
> > >
> > >
> > > This is working, but giving me a bunch of spikes in the
composite
> > equity curve.
> > >
> > > If you simplify it by making a composite profit (equity-
10000),
> > it gets rid of the spikes. What do you think?
> > >
> > > Buy=Your Buy rule
> > > Sell=Your Sell rule
> > > Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
> > > AddToComposite( Equity()-10000, "~CompositeEquity", "C" );
> > > E0 = Foreign("~CompositeEquity", "C" );
> > > Graph0=E0+10000;
> > > Graph0BarColor=7;Graph0Style=8;
> > > Graph1=Equity();Graph1BarColor=4;
> > >
> > > Mike
> > >
> > > ----- Original Message -----
> > > From: Mike Lucero
> > > To: amibroker@xxxx
> > > Sent: Monday, April 08, 2002 2:39 AM
> > > Subject: Re: [amibroker] Re: Equity Curve, Applications
> > >
> > >
> > > Thanks Dimitris
> > >
> > >
> > > ----- Original Message -----
> > > From: dtsokakis
> > > To: amibroker@xxxx
> > > Sent: Monday, April 08, 2002 1:07 AM
> > > Subject: [amibroker] Re: Equity Curve, Applications
> > >
> > >
> > > Mike,
> > >
> > > Select in AA your WatchList and paste the
> > >
> > > Buy=Your Buy rule
> > > Sell=Your Sell rule
> > > Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
> > > AddToComposite( Equity(), "~CompositeEquity", "V" );
> > > AddToComposite(C>Ref(C,-1),"~ADVISSUES","V");
> > > AddToComposite(C<Ref(C,-1),"~DECISSUES","V");
> > > AddToComposite(C==Ref(C,-1),"~UNCHISSUES","V");
> > > E0 = Foreign("~CompositeEquity", "V" );
> > > A0=Foreign("~ADVISSUES","V");
> > > A1=Foreign("~DECISSUES","V");
> > > A2=Foreign("~UNCHISSUES","V");
> > > E00=E0/(A0+A1+A2);
> > > Graph0=IIf(E00>0,E00,10000);
> > > Graph0BarColor=7;Graph0Style=8;
> > > Graph1=Equity();Graph1BarColor=4;
> > >
> > > Scan and Backtest.
> > > Then in Ind. Builder paste the same formula .
> > > You will have the Composite and Individual Equity lines and
you
> > may
> > > watch the relative performance.
> > > DT
> > >
> > > --- In amibroker@xxxx, "Mike Lucero" <m.lucero@xxxx> wrote:
> > > > How do you plot a Database Equity Curve? I don't want the
whole
> > > database, but would like to see the curve based on the
watchlist
> > I
> > > use for the backtesting.
> > > >
> > > > Thanks,
> > > >
> > > > Mike
> > > > ----- Original Message -----
> > > > From: Dimitris Tsokakis
> > > > To: amibroker@xxxx
> > > > Sent: Sunday, April 07, 2002 2:10 AM
> > > > Subject: [amibroker] Equity Curve, Applications
> > > >
> > > >
> > > > Trade-the-Market systems and Equity Curve
> > > > At
> > > > http://www.amibroker.com/library/detail.php?id=173
> > > > second comment, you find the 36 trading systems based on
the
> > RSIt
> > > > After selecting, say, system B=6, S=1, scan the whole
database
> > and
> > > backtest.
> > > > There are 1212 trades, [12 per stock] from Jan 2000 till
now.
> > > > the profit for the Market is +368%.
> > > > Hit Equity button.[once !!]
> > > > The graph is the equity curve per stock. [see EQUITY.gif]
> > > > Just move from ticker to ticker in your symbol tree and you
> > will see
> > > > the respective equity curves for each stock of the database.
> > > > Double click also on a stock in the Results and you will
see
> > > automatically the respective Equity curve.
> > > > The system "knows" 101 equity curves with one click on
equity
> > > button.
> > > > Of course you may plot the Database Equity Curve, this one
you
> > see
> > > in the final result +368% [portfolio 46800].
> > > > And I wonder : What is the real value of Amibroker ? $79,
$579
> > or
> > > $1079 ?
> > > > [this is not a poll...]
> > > > Dimitris Tsokakis
> > > >
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