|
PureBytes Links
Trading Reference Links
|
For example, scanning the ^NDX with
AddToComposite(V,"~v","v");
Buy=0;
I have some values 164*10^7 without problems when plotting the
Graph0=Foreign("~v","v");
For trading systems with initial equity 10000 it is [AFAIK !!] hard
to deal with that %.
The only reason I write this note is the problem of direct graph of a
Foreign("~X","C") ticker from the ticker tree.
The only true problem is that V deals with integers and perhaps you
will loose decimals from ~CompositeEquity calculation, wich is not
that important.
Blue bars of a Foreign("~X","V") ticker are nice and give a first
descriptive view of the composite ticker, before detailed indicator
builder graphs.[the only missing detail is the right vertical axis]
The white bars of a Foreign("~X","C") are meaningless, the title of
this graph is nice with the exp expression...
I hope you will rearrange these details with the new chart design.
DT
--- In amibroker@xxxx, "dtsokakis" <TSOKAKIS@xxxx> wrote:
> 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
> > >
> > > Yahoo! Groups Sponsor
> > > ADVERTISEMENT
> > >
> > >
> > >
> > >
> > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> Service.
> >
> >
> >
> > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> Service.
> >
> >
> > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> Service.
> >
> > Yahoo! Groups Sponsor
> > ADVERTISEMENT
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> Service.
|