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Hi All.
Thanks all for your advice on my last equity questions, helped me a lot.
Here's the next round :)
Doing some tests with 2 scenarios.
First scenario: backtesting a single stock and comparing various results.
Backtest results = $22054 (the numbers themselves aren't important, it's the
meaning behind them)
A composite equity curve created from "AddToComposite( Equity(),
"~CompositeEquity", "X" );" = $22053.8 on the last day. I click "scan" to
get this generated.
That test shows exactly what I expect.
Now, let's do it across a watchlist of 30 or so stocks.
Backtest results = $15416
A composite equity curve created from "AddToComposite( Equity(),
"~CompositeEquity", "X" );" = $17621.3.
Why are the two in this latter example different? I would expect the two
results to be the same. Am I mistaken?
FYI, the complete AFL for this example is:
Buy = Cross( Close, EMA( Close, 40 ) );
Sell = Cross( EMA( Close, 40 ), Close );
AddToComposite( Equity(), "~CompositeEquity", "X" );
I also tried:
AddToComposite( Equity(), "~CompositeEquity", "X",
atcFlagEnableInBacktest );
Which allows it to work in backtest, with the same results as shown above.
Cheers,
Mark
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