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<SPAN
class=003000817-11102003>that's correct as I understand it, though I haven't
used it yet.
<SPAN
class=003000817-11102003>
<SPAN
class=003000817-11102003>one thing I'm not clear on is exactly when ~~~EQUITY
gets updated. for instance, in ranked systems, I think our code must run during
a first pass through each stock, but nothing is being traded at that time. it
seems like this has to be true, since scores for all stocks have to be
calculated before they can be ranked to determine which ones to buy. after
collecting signals and scores for all stocks, another pass must be made, doing
the actual trades, and that's when ~~~EQUITY must get calculated.
<SPAN
class=003000817-11102003>
<SPAN
class=003000817-11102003>if that's so, referencing it in our code would be
looking at the previous completed run, which might be a different system, date
range, or universe of stocks, no necessary relation at all to the current
backtest.
<SPAN
class=003000817-11102003>
<SPAN
class=003000817-11102003>perhaps tomasz or someone else can verify
that?
<SPAN
class=003000817-11102003>
<SPAN
class=003000817-11102003>also, I'm sure you know this, but negative PositionSize
is interpreted as a percentage, so investing a simple fraction of current equity
doesn't require ~~~EQUITY.
<SPAN
class=003000817-11102003>
<SPAN
class=003000817-11102003>dave
<SPAN
class=003000817-11102003>
<BLOCKQUOTE
>
No sooner did I click on my message, I came up with the
following.
EQ = <FONT face=Arial
size=1> <FONT
face=Arial>Foreign(<FONT
face=Arial>"~~~EQUITY", <FONT
face=Arial>"C"); // EQ should equal the
current day equity
<FONT
face=Arial>
EQ = <FONT face=Arial
size=1> Ref(<FONT
face=Arial>Foreign(<FONT
face=Arial>"~~~EQUITY", <FONT
face=Arial>"C"),-1); // EQ should equal
yesterday's equity, which is what
I
would use.
<FONT
face=Arial>
<FONT
face=Arial>Confirmation from someone
appreciated.
Regards,
TonySend
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