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RE: [amibroker] Stepping Your Equity by the month



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I understand now. Having all of these windows is a bit confusing at
times. Is it my understanding that in a future release that we'll be
able to do most things from one window?

This is a nice tool - I see that if If I step it year to year that it
can give me a visual on what individual back tests would show.. Pretty
cool! Thanks Herman!!

dingo

-----Original Message-----
From: Tomasz Janeczko [mailto:amibroker@x...] 
Sent: Monday, July 22, 2002 2:41 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Stepping Your Equity by the month


Hello,

Equity plot is produced by clicking on "Equity" button in the AA window,
but AFL gives you also the access to Equity function that allows you
to apply modifications to Equity display.
The code that Hermand provided should be used as follows:

1. copy your trading system to one of Custom Indicator formulas
in Indicator Builder 
2. attach Herman's code at the end of this formula
and plot resulting indicator.

Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message ----- 
From: dingo <mailto:dingo@x...> 
To: amibroker@xxxxxxxxxxxxxxx 
Sent: Monday, July 22, 2002 2:10 AM
Subject: RE: [amibroker] Stepping Your Equity by the month

Thats' really neat! 

Where do I plug in it? (Which one of the many windows do I put it in?

Thanks!

dingo

-----Original Message-----
From: Herman van den Bergen [mailto:psytek@x...] 
Sent: Sunday, July 21, 2002 7:57 PM
To: Amibroker@xxxx Com
Subject: [amibroker] Stepping Your Equity by the month



This formula gives you a quick view of loosing periods, given in nm
months:

E = Equity();
Plot(E,"T3xx QQQ",1,1);

nm = 3; //number of months for equity breakdown >1
m = Cum(Month() != Ref(Month(),-1));
Ok = Cross(m/nm,int(m/nm));
E = ValueWhen(OK,E);
Plot(E,"Monthly Equity",6,1); 





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<DIV><SPAN class=3D441343115-22072002><FONT face=3DArial color=3D#0000ff si=
ze=3D2>Thanks=20
Thomasz!</FONT></SPAN></DIV>
<DIV><SPAN class=3D441343115-22072002><FONT face=3DArial color=3D#0000ff=20
size=3D2></FONT></SPAN>&nbsp;</DIV>
<DIV><SPAN class=3D441343115-22072002><FONT face=3DArial color=3D#0000ff si=
ze=3D2>I=20
understand now.&nbsp; Having all of these windows is a bit confusing at=20
times.&nbsp; Is it my understanding that in a future release that we'll be =
able=20
to do most things from one window?</FONT></SPAN></DIV>
<DIV><SPAN class=3D441343115-22072002><FONT face=3DArial color=3D#0000ff=20
size=3D2></FONT></SPAN>&nbsp;</DIV>
<DIV><SPAN class=3D441343115-22072002><FONT face=3DArial color=3D#0000ff si=
ze=3D2>This=20
is a nice tool - I see that if If I step it year to year that it can give m=
e a=20
visual on what individual back tests would show..&nbsp; Pretty cool!&nbsp;=
=20
Thanks Herman!!</FONT></SPAN></DIV>
<DIV><SPAN class=3D441343115-22072002><FONT face=3DArial color=3D#0000ff=20
size=3D2></FONT></SPAN>&nbsp;</DIV>
<DIV><SPAN class=3D441343115-22072002><FONT face=3DArial color=3D#0000ff=20
size=3D2>dingo</FONT></SPAN></DIV>
<BLOCKQUOTE style=3D"MARGIN-RIGHT: 0px">
<DIV></DIV>
<DIV class=3DOutlookMessageHeader lang=3Den-us dir=3Dltr align=3Dleft><FO=
NT=20
face=3DTahoma size=3D2>-----Original Message-----<BR><B>From:</B> Tomasz =
Janeczko=20
[mailto:amibroker@x...] <BR><B>Sent:</B> Monday, July 22, 2002 2:41=20
AM<BR><B>To:</B> amibroker@xxxxxxxxxxxxxxx<BR><B>Subject:</B> Re: [amibro=
ker]=20
Stepping Your Equity by the month<BR><BR></FONT></DIV>
<DIV><FONT face=3D"Arial CE" size=3D2>Hello,</FONT></DIV>
<DIV><FONT size=3D2></FONT>&nbsp;</DIV>
<DIV><FONT size=3D2>Equity plot is produced by clicking on "Equity" butto=
n in=20
the AA window,</FONT></DIV>
<DIV><FONT size=3D2>but AFL gives you also the access to Equity function =
that=20
allows you</FONT></DIV>
<DIV><FONT size=3D2>to apply modifications to Equity display.</FONT></DIV=
>
<DIV><FONT size=3D2>The code that Hermand provided should be used as=20
follows:</FONT></DIV>
<DIV><FONT size=3D2></FONT>&nbsp;</DIV>
<DIV><FONT size=3D2>1. copy your trading system to one of Custom Indicato=
r=20
formulas</FONT></DIV>
<DIV><FONT size=3D2>in Indicator Builder </FONT></DIV>
<DIV><FONT size=3D2>2. attach Herman's code at the end of this=20
formula</FONT></DIV>
<DIV><FONT size=3D2>and plot resulting indicator.</FONT></DIV>
<DIV><BR>Best regards,<BR>Tomasz Janeczko<BR>amibroker.com</DIV>
<BLOCKQUOTE=20
style=3D"PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-=
LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style=3D"FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV=20
style=3D"BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>F=
rom:</B>=20
<A title=3Ddingo@xxxx href=3D"mailto:dingo@xxxx";>dingo<=
/A>=20
</DIV>
<DIV style=3D"FONT: 10pt arial"><B>To:</B> <A title=3Damibroker@xxxx=
oups.com=20
href=3D"mailto:amibroker@xxxxxxxxxxxxxxx";>amibroker@xxxxxxxxxxxxxxx</A>=
</DIV>
<DIV style=3D"FONT: 10pt arial"><B>Sent:</B> Monday, July 22, 2002 2:10=
=20
AM</DIV>
<DIV style=3D"FONT: 10pt arial"><B>Subject:</B> RE: [amibroker] Steppin=
g Your=20
Equity by the month</DIV>
<DIV><BR></DIV>
<DIV><SPAN class=3D924330900-22072002><FONT face=3DArial color=3D#0000f=
f=20
size=3D2>Thats' really neat!&nbsp; </FONT></SPAN></DIV>
<DIV><SPAN class=3D924330900-22072002><FONT face=3DArial color=3D#0000f=
f=20
size=3D2></FONT></SPAN>&nbsp;</DIV>
<DIV><SPAN class=3D924330900-22072002><FONT face=3DArial color=3D#0000f=
f=20
size=3D2>Where do I plug in it?&nbsp; (Which one of the many windows do=
I put=20
it in?</FONT></SPAN></DIV>
<DIV><SPAN class=3D924330900-22072002><FONT face=3DArial color=3D#0000f=
f=20
size=3D2></FONT></SPAN>&nbsp;</DIV>
<DIV><SPAN class=3D924330900-22072002><FONT face=3DArial color=3D#0000f=
f=20
size=3D2>Thanks!</FONT></SPAN></DIV>
<DIV><SPAN class=3D924330900-22072002><FONT face=3DArial color=3D#0000f=
f=20
size=3D2></FONT></SPAN>&nbsp;</DIV>
<DIV><SPAN class=3D924330900-22072002><FONT face=3DArial color=3D#0000f=
f=20
size=3D2>dingo</FONT></SPAN></DIV>
<BLOCKQUOTE style=3D"MARGIN-RIGHT: 0px">
<DIV></DIV>
<DIV class=3DOutlookMessageHeader lang=3Den-us dir=3Dltr align=3Dleft=
><FONT=20
face=3DTahoma size=3D2>-----Original Message-----<BR><B>From:</B> Her=
man van=20
den Bergen [mailto:psytek@x...] <BR><B>Sent:</B> Sunday, July 2=
1,=20
2002 7:57 PM<BR><B>To:</B> <A=20
href=3D"mailto:Amibroker@xxxx";>Amibroker@xxxx</A>.=20
Com<BR><B>Subject:</B> [amibroker] Stepping Your Equity by the=20
month<BR><BR></FONT></DIV>
<P><FONT size=3D2>This formula gives you a quick&nbsp;view of loosing=
=20
periods, given in&nbsp;nm months:<BR><BR>E =3D Equity();<BR>Plot(E,"T=
3xx=20
QQQ",1,1);<BR><BR>nm =3D 3; //number of months for equity breakdown=20
&gt;1<BR>m =3D Cum(Month() !=3D Ref(Month(),-1));<BR>Ok =3D=20
Cross(m/nm,int(m/nm));<BR>E =3D ValueWhen(OK,E);<BR>Plot(E,"Monthly=20
Equity",6,1);</FONT> </P>
<P><IMG alt=3D"" hspace=3D0 src=3D"cid:441343115@xxxx"; align=
=3Dbaseline=20
border=3D0></P><BR><BR><TT>Your use of Yahoo! Groups is subject to th=
e <A=20
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>.</TT>=20
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