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Re: [amibroker] Creating the equity curve for indicator signal vs. buy and hold



PureBytes Links

Trading Reference Links

Hello,

It is simple: 
- put the same formula in Automatic analysis, 
- press BACKTEST button 
- then press EQUITY button

Hope this helps.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "jmbruegge" <jmbruegge@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, November 21, 2003 8:58 PM
Subject: [amibroker] Creating the equity curve for indicator signal vs. buy and hold


> In the recent S&C Traders Tip for 11/2003, there is the ZIGZAG TREND 
> indicator. The screenshot shows the indicator with a second screen 
> below it showing a mountain chart of the value of the stock using the 
> signals that are given(going long vs. going short). I am trying to 
> program for this chart. Does anyone know how to create this second 
> lower screen that they call the "equity curve" ?? Here is the summary 
> on the S&C Trader Tip for review:
>  
> 
> FIGURE 1. 
> 
> The screen shot in Figure 1 shows the daily Boeing bar chart with 
> classic 15% Zigzag line (blue), square-shaped Zigzag Trend indicator 
> (dark grey) and trend ribbon in the upper pane. The green arrows show 
> long entry points and red arrows show short entry points. Lower pane 
> shows equity curve (red area chart) of the simple reversal trading 
> system shown in the listing 1 compared to buy-and-hold equity curve 
> (blue line).
> 
> All help appreciated -
> 
> cheers JMB
> 
> 
> 
> 
> 
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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