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That's correct. You'd have to look at the equity on a composite or
portfolio basis and since these are not yet working properly in AB ...
--- In amibroker@xxxxxxxxxxxxxxx, "HB" <hossamb@xxxx> wrote:
> Thanks Fred,
>
> For the yellow triangles, is smaller always better ? For example,
if my
> system does not trade a certain stock for a set period of time
because it
> does not meet a certain criterion (e.g. lack of trend), then the
yellow
> triangle would be quite long and high, right ? But the situation I
> described is not necessarily a bad thing, at least not according to
my
> standards.
>
> HB
>
> ----- Original Message -----
> From: "Fred" <fctonetti@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, April 14, 2003 0:18
> Subject: [amibroker] Re: Fred's equity indicator, definitions & how
to read
> ?
>
>
> > Probably not ...
> >
> > In terms of the graphical items:
> >
> > The yellow triangles pointing up are the length of time that has
gone
> > by since the highest equity peak. (the smaller the better)
> >
> > The red pointing down are drawdowns
> >
> > The grey line is buy & hold, the white line is the equity curve
and
> > the blue line is the linear regression of the equity line.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "hmab1" <hossamb@xxxx> wrote:
> > >
> > > Hello all,
> > >
> > > Is there a message detailing the various components of Fred's
> > equity
> > > indicator ? Some of the items are obvious, but others aren't.
> > >
> > > Also, is there a message which details how to read the actual
> > > graph ? I.e. yellow triangles, red plateaus, etc
> > >
> > > Thanks,
> > > HB
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
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