Re: [amibroker] Re: Equity Curve, Applications

["Mike Lucero" <m.lucero@xxxx>]

Yes, I changed to "C" as you had suggested.
For the profit, I'm subtracting off the Initial Equity: Equity-10000. 

I'm also using PositionSize to risk around 2% of Initial Equity.
I'm using around 250 symbols, I think. I don't see how to count how many 
are in my watch list.
 
Thanks,
 
Mike
----- Original Message ----- 
From: <A 
href="" title=amibroker@xxxx>Tomasz Janeczko 
To: <A href="" 
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx 
Sent: Wednesday, April 17, 2002 2:40 AM
Subject: Re: [amibroker] Re: Equity Curve, Applications

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 
Janeczkoamibroker.com
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
Mike 
Lucero 
To: <A 
href="" 
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx 
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 ruleSell=Your Sell 
ruleBuy=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: <A 
href="" title=m.lucero@xxxx>Mike Lucero 

To: <A href="" 
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx 
Sent: Monday, April 08, 2002 2:39 AM
Subject: Re: [amibroker] Re: Equity Curve, 
Applications


Thanks Dimitris
 
----- Original Message ----- 
<DIV 
>From: 
dtsokakis 

To: <A 
href="" 
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx 
Sent: Monday, April 08, 2002 1:07 
AM
Subject: [amibroker] Re: Equity Curve, 
Applications
Mike,Select in AA your WatchList and paste 
theBuy=Your Buy ruleSell=Your Sell 
ruleBuy=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 maywatch 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> 
<A 
href="">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 2000till 
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 
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