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<FONT face=Arial color=#0000ff
size=2>Metastock is a few years behind me :-)
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Yes it is great fun to create combos; systems build up from several
systems. You can use the signals from a slow system to qualify signals
from a fast system (like a trend qualifier). Or you can use the Long equity from
slow system one as a trend indicator for system number two. You can even
pack a large number of systems (perhaps including some duplicate
systems but with different parameters) into one piece of code and optimize
for the best signal combination from the lot of them. When you separate Long and
Short equities they can become trend indicators for the system under test, it
uniquely reflects the trend sensitivities for the system, much better then a
totally unrelated trend indicator... imho
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Unlimited possibilities, aren't you glad you bought AmiBroker
:-)
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>herman
<FONT face=Tahoma
size=2>-----Original Message-----From: Glenn
[mailto:glennokb@xxxxxxxxxxxx]Sent: November 12, 2003 3:10
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Backtest using equity curveHi 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@xxxx]> 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, GlennSend
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