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NO NO
NO... that will never work. Sorry I didn't get back to you late last
night on this issue.
<FONT face=Arial color=#0000ff
size=2>
One
AddToComposite will do the job.
<FONT face=Arial color=#0000ff
size=2>
Others
on this list probably do things differently, but here is how I do
it.
<FONT face=Arial color=#0000ff
size=2>
First
of all, I set my total capital to a rather large value (say
$500,000).
<FONT face=Arial color=#0000ff
size=2>
I then
set PositionSize to a more realistic value (say
$50,000).
<FONT face=Arial color=#0000ff
size=2>
The
reason for the above is so that AB won't run out of money and distort
things. My objective (not everyone else's) is to see how well the system
performs for the entire period. If it runs out of funds, it will stop
trading or reduce the size of the bet. You may wish to do that... I
don't.
<FONT face=Arial color=#0000ff
size=2>
You
then run Scan as you normally would, running through your watchlist or group or
whatever.
<FONT face=Arial color=#0000ff
size=2>
You
would have one statement to do the accumulation and it would look something like
this:
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>AddToComposite (Equity()-500000,
"~myComposite","x",7);
<FONT face=Arial color=#0000ff
size=2>
I use
this approach all the time and it works fine.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: Mr Valley
[mailto:valleymj@xxxxxxxxxxx]Sent: Saturday, July 12, 2003 4:30
PMTo: AmibrokerSubject: [amibroker] Combined Equity
Curve
If I want to
create a Combined Equity curve over the entire database or
symbols,
do I need to enter
every Symbol in the formula or there an easier way?
<FONT face=Arial
size=2>
<SPAN
class=550470207-12072003>What am I doing wrong
here?
and
what is the correct usage?
Will
AddToComposite add an addtional Symbol to
a watchlist that I will need to go and delete later
too?
What
is the best way to do this?Mr Valley
<SPAN
class=550470207-12072003>
B1 = Buy; //<SPAN
class=144302620-12072003> The Buy / Sell Formula Code <SPAN
class=144302620-12072003>Would be Above
S1 = Sell;
//Buy1 = Buy;
//Sell1 = Sell;
Short=Sell;
Cover=Buy;
Buy=ExRem<FONT
size=1>(Buy,Sell); Sell=<FONT color=#0000ff
size=1>ExRem(Sell,Buy);
Short=ExRem<FONT
size=1>(Short,Cover); Cover=<FONT color=#0000ff
size=1>ExRem(Cover,Short); <FONT
color=#0000ff size=1>
AddToComposite( <FONT
color=#0000ff size=1>Equity(), <FONT
color=#ff00ff size=1>"~CompositeEquity",
"C"
);
AddToComposite(C><FONT
color=#0000ff size=1>Ref<FONT color=#000000
size=1>(C,-1<FONT
color=#000000 size=1>),"~AAPL"<FONT
color=#000000 size=1>,"C"<FONT
size=1>);
AddToComposite(C><FONT
color=#0000ff size=1>Ref<FONT color=#000000
size=1>(C,-1<FONT
color=#000000 size=1>),"~BGEN"<FONT
color=#000000 size=1>,"C"<FONT
size=1>);
AddToComposite(C><FONT
color=#0000ff size=1>Ref<FONT color=#000000
size=1>(C,-1<FONT
color=#000000 size=1>),"~CSCO"<FONT
color=#000000 size=1>,"C"<FONT
size=1>);
AddToComposite(C><FONT
color=#0000ff size=1>Ref<FONT color=#000000
size=1>(C,-1<FONT
color=#000000 size=1>),"~<FONT
face=Tahoma color=#ff00ff size=1>DELL<FONT color=#ff00ff
size=1>",<FONT color=#ff00ff
size=1>"C");<FONT
color=#0000ff size=1>
AddToComposite(C><FONT
color=#0000ff size=1>Ref<FONT color=#000000
size=1>(C,-1<FONT
color=#000000 size=1>),"~<FONT
face=Tahoma color=#ff00ff size=1>MSFT<FONT color=#ff00ff
size=1>",<FONT color=#ff00ff
size=1>"C");<FONT
color=#0000ff size=1>
AddToComposite(C><FONT
color=#0000ff size=1>Ref<FONT color=#000000
size=1>(C,-1<FONT
color=#000000 size=1>),"~<FONT
face=Tahoma color=#ff00ff size=1>QQQ<FONT color=#ff00ff
size=1>",<FONT color=#ff00ff
size=1>"C");<FONT
color=#0000ff size=1>
AddToComposite(C><FONT
color=#0000ff size=1>Ref<FONT color=#000000
size=1>(C,-1<FONT
color=#000000 size=1>),"~<FONT
face=Tahoma color=#ff00ff size=1>YHOO<FONT color=#ff00ff
size=1>",<FONT color=#ff00ff
size=1>"C");
E0 = Foreign<FONT
size=1>("~CompositeEquity"<FONT
size=1>, "C" );
A0=Foreign<FONT
size=1>("~AAPL"<FONT
size=1>,"C");
A1=Foreign<FONT
size=1>("~BGEN"<FONT
size=1>,"C");
A2=Foreign<FONT
size=1>("~CSCO"<FONT
size=1>,"C");
A3=<FONT
color=#0000ff size=1>Foreign(<FONT color=#ff00ff
size=1>"~DELL<FONT
color=#ff00ff size=1>",<FONT color=#ff00ff
size=1>"C");
A4=<FONT
color=#0000ff size=1>Foreign(<FONT color=#ff00ff
size=1>"~MSFT<FONT
color=#ff00ff size=1>",<FONT color=#ff00ff
size=1>"C");
A5=<FONT
color=#0000ff size=1>Foreign(<FONT color=#ff00ff
size=1>"~QQQ<FONT
color=#ff00ff size=1>",<FONT color=#ff00ff
size=1>"C");
A6=<FONT
color=#0000ff size=1>Foreign(<FONT color=#ff00ff
size=1>"~YHOO<FONT
color=#ff00ff size=1>",<FONT color=#ff00ff
size=1>"C");
E00=E0/(A0+A1+A2+A3+A4+A5+A6<FONT
size=1>);
Graph0=IIf<FONT
size=1>(E00>0<FONT
size=1>,E00,10000<FONT
size=1>);
Graph0BarColor=7<FONT
size=1>;Graph0Style=8<FONT
size=1>;
Graph1=Equity<FONT
size=1>();Graph1BarColor=<FONT color=#ff00ff
size=1>4;Send
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