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<FONT face=Arial color=#0000ff
size=2> You said:
<FONT face=Arial color=#0000ff
size=2> THAT SHOULD GIVE YOU THE PROFIT CURVE. IT WILL BE
ACCURATE WHEN TESTING A SINGLE STOCK OR INDEX, BUT WHEN TESTING A BASKET OF
STOCKS IT WILL HAVE THE SAME PROBLEM AS YOUR PREVIOUS FORMULA.<SPAN
class=150011704-14032003><FONT face=Arial color=#0000ff
size=2>
My
comment:
<FONT face=Arial color=#0000ff
size=2>I've tested this pretty thoroughly and it seems to work fine, even
with two, ten, twenty stocks. I assume, therefore, that it will work
with 7,500. By doing this:
<FONT face=Arial color=#0000ff
size=2>AddToComposite (equity()-10000,........
it
adds the cumulative profit or loss to the composite which is what I expect
to see.
I
tried doing this:
<FONT face=Arial color=#0000ff
size=2>AddToComposite (equity() - ref(equity(),-1).....
<FONT face=Arial color=#0000ff
size=2>But, for some reason, it keeps resetting the composite to zero along
the way.
I have
been using your favourite metric (average trade) and it works well. The
problem is that if the system lost money for eight years and made money for the
last seven years (or vice versa), I can't see that reflected in any of the
metrics. I really need to see a proift or equity
curve.
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