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Hi
Rick,
<SPAN
class=670050018-26072002>
<SPAN
class=670050018-26072002>Suppose this is your formula:
///
your basic (no stops and money managements) system here
<SPAN
class=670050018-26072002>Plot(Equity(1),"Basic Equity",1,1);
<SPAN
class=670050018-26072002>/// put your Max Loss Stopcode
here
<FONT
color=#0000ff face=Arial size=2><SPAN
class=670050018-26072002>Plot(Equity(1),"ML Equity",2,1);
<FONT
color=#0000ff face=Arial size=2>/// put your
Profit Target Stops here
<FONT
color=#0000ff face=Arial size=2><FONT
color=#0000ff face=Arial size=2><SPAN
class=670050018-26072002>Plot(Equity(1),"ML and
PT Equity",3,1);
<FONT
color=#0000ff face=Arial size=2><FONT
color=#0000ff face=Arial size=2>/// put your
PositionSize() code here
<FONT
color=#0000ff face=Arial size=2><FONT
color=#0000ff face=Arial size=2><FONT
color=#0000ff face=Arial size=2><SPAN
class=670050018-26072002>Plot(Equity(1),"ML + PT +
PS Equity",4,1);
<FONT
color=#0000ff face=Arial size=2><FONT
color=#0000ff face=Arial size=2><SPAN
class=670050018-26072002>
<FONT
color=#0000ff face=Arial size=2><FONT
color=#0000ff face=Arial size=2>/// Last
line of code:
<FONT
color=#0000ff face=Arial size=2><FONT
color=#0000ff face=Arial size=2><SPAN
class=670050018-26072002>/*
<FONT
color=#0000ff face=Arial size=2><FONT
color=#0000ff face=Arial size=2><SPAN
class=670050018-26072002>
<FONT
color=#0000ff face=Arial size=2><FONT
color=#0000ff face=Arial size=2>I used Equity(1)
(not Flag= "1") because if you alter buy and sell signals in your code the
equity(1) will clean it up (like the ExRem()).You can put whatever other
processes you use as above and intersperse them with plot statements.
<FONT color=#0000ff face=Arial
size=2><FONT color=#0000ff face=Arial
size=2><FONT color=#0000ff face=Arial
size=2>When you click the Equity button in your
AA a window will open (just like with plain equities) that will show all the
different equity curves. You will be able to see how much improvement each of
your system enhancements actually make. Sometimes one of your system
enhancements improves the gain by, say, 40% and you are quite happy. But then,
when you look at the charts you might see that the improvement was due to only a
single lucky trade - perhaps in a time span of ten years. Such an improvement
means little.
<FONT
color=#0000ff face=Arial size=2><FONT
color=#0000ff face=Arial size=2><SPAN
class=670050018-26072002>
<FONT
color=#0000ff face=Arial size=2><FONT
color=#0000ff face=Arial size=2>On the other hand
if you see many small improvements, could be Max loss stops, scatteredall
over the ten year period, then you are on to something
significant.
<SPAN
class=670050018-26072002><FONT
face=Tahoma>
<FONT
color=#0000ff>Good
luck,Herman.
<SPAN
class=670050018-26072002><SPAN
class=670050018-26072002> -----Original
Message-----From: Rick Parsons
[mailto:RickParsons@xxxx]Sent: Friday, July 26, 2002 12:01
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Plotting Equities from the AA
>><FONT
color=#000000>insert Plot(Equity(),"Equity",1,1); ,as many
times as you like, after each of those
enhancements.>>
Herman,
Could you explain this
again. It is not clear just what I am supposed to do to make this
work.
Thanks,
<FONT color=#000080 face="Vladimir Script"
size=5>Rick
<FONT face=Tahoma
size=2>-----Original Message-----From: Herman van den Bergen
[mailto:psytek@xxxx]Sent: Monday, July 22, 2002 8:19
PMTo: Amibroker@xxxx ComSubject: [amibroker]
Plotting Equities from the AA
Hello,I only just discovered (I am a bit slownow
and then) that I can plot multiple Equity() curves from the AA backtester.
What a marvelous feature!!!This is great for debugging complicated
systems, I used to shuffle back between AA and Indicator Windows while there
is no need for that. If you have a system where you start with a simple
basic trading system that you enhance with various stops, SARs, MA signal
Gating, ADX(), etc. you can simply insert
Plot(Equity(),"Equity",1,1); ,as many times as you like,
after each of those enhancements. This will plot the equity (overlayingmany
traces) for each stage if you click the Equity button. It shows you exactly
how each enhancement effects your equity.Perhaps you all knew about
this while I didn't :-( this is a great timesaver. If now only we couldplot
the equity with a log scale...I am sure TC is working on that
too...Take care,Herman. Your use of
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