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JonS,
I have long since posted an EquityLine indicator which can be used as
a replacement for the built in one in the files section. It works
fine for single vehicle trades but AB does not keep track of Equity
properly when there is more then one stock, mutual fund or other
tradable in play. For this you need your own logic.
Fred
--- In amibroker@xxxxxxxxxxxxxxx, "jons0045" <jon.stankevicius@xxxx>
wrote:
> Fred,
>
> Are you able to share the AFL code that provides the equity curves
in
> your attachment? Thanks,
>
> JonS
>
> _______________________________________________________________
>
> --- In amibroker@xxxxxxxxxxxxxxx, Fred Tonetti <ftonetti@xxxx>
wrote:
> >
> > Steve,
> >
> > As an alternative answer to your question ...
> >
> > If CAR is the goal with disregard to DD's and NDX (of sorts) is
the
> > vehicle, it's not too difficult to obtain semi decent results
over
> that
> > timeframe using a simple non optimized ranking system to pick the
> top n
> > candidate stocks from the NDX as a rotating portfolio to trade
long
> and
> > short (See Attached) These are hardly what I'd call outstanding
> results
> > given the size of the DD's, but given that this was in essence a
> > "sample" ranking criteria to drive the surrounding development
> activity
> > the results are IMHO better than expected.
> >
> > Fred
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