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Your code certainly does help me out. I KNEW when I saw the Equity Curve
for the first time a few weeks ago that it was destined to become the
centerpiece of a great deal of trading opportunities. The ingenuity of this
group, coupled with such tools, must certainly make us one of the most
sophisticated groups in the game today.
Thanks again so very much!
Nate
At 01:50 PM 4/18/02 -0400, you wrote:
Hello, Nate
You can make that a requirement of your filter: so, add the following
to your current system.
x=10000;
filter=iif(equity() > x,1,0);
/******Sample formula******/
Buy="your formula";
Sell="sell formula";
Short=0;Cover=0;
Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
x=10000;
Filter=IIf(Equity() > x,1,0);
AddColumn(Buy,"buy");
AddColumn(Sell,"sell");
AddColumn(Filter,"Filter");
AddColumn(Equity(),"equity");
You should run your backtest **First** on your group of stocks, or set
apply to *all stocks* set your range of date values to backtest. This
way the equity function has some data to work with. Then after the
backtest is completed , just click explore and all tickers that equity
is greater than 10000, will be listed.
Hope this helps,
Anthony
"Dr. S. Nathan Berger" wrote:
> Hi, all
>
> When I run the backtest over my database with my favorite buy system,
> then
> look at the Equity Curve, I notice a great number of candidates with
> valuations over, say, 17,000 (based on initial equity of 10,0000.
> However,
> I have been selecting these by hand, scanning the database and listing
> the
> symbols as I discover them. Is there a way I can have AB give me a
> list of
> only those with an Equity curve value > x over y period of time?
>
> No reasonable offer of help refused!!
>
> Nate
>
>
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>
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