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Hi Herman,
Thanks for your reply. Excellent!
Have you done much testing with your equity curve to change your
systems parameters?
I've done most of my backtesting with Metastock and Tradesim and been
waiting for ages for Tradesim to have this in it.
Ami has been able to do it all along!
Cheers Glenn
--- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen" <psytek@xxxx>
wrote:
> You can cascade as many systems as you like, even different ones,
and use
> the Equity from the previous one as a parameter in the next system.
I know
> this can be done with the old backtester and think it should also
work in
> the new PF tester.
>
> // system one code here
> E1 = Equity(1);
>
> // System two code here
> Buy = Buy and (some function of E1);
> E2 = Equity(1);
>
> // System three code here
> Buy = Buy and (some function of E2);
> E3 = Equity(1);
> etc.
>
> You essentially redefine the buy signal as often as needed (afl
executes
> line after line and never looks back), the last definition will be
what
> determines your results.
>
> Herman
>
> -----Original Message-----
> From: Glenn [mailto:glennokb@x...]
> Sent: November 12, 2003 1:35 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Backtest using equity curve
>
>
> Hi,
>
> I'm was wondering if it is possible in AB to incorporate the
equity curve
> of a system within a backtest, using it to test the following:
>
> a. No new entries if a closed trade crosses below a moving
average of
> the equity curve and re-enter when a closed trade crosses above
the
> moving average. Another idea is to use a percentage on the equity
curve
> instead of a moving average.
>
> b. Using the above also test tightening the actual trailing stop
on the
> open trades. ie: if a closed trade crosses below a moving average
(or
> whatever) then instead of using a 3 x ATR stop then use a 2 x ATR
stop
> on the open trades.
>
> Note that the trades in between the exit and entry need to be
tracked for
> the re-entry.
>
> If this is possible, do you know how to set it up please?
>
> Cheers, Glenn
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