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



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Tomasz :

THANK YOU - it works and looks great. I am continually amazed by this 
program (again)!! - The only bug I can find is that when the signal 
to go short shows up, the equity curve does not add the gains from 
going short to the mountain chart like in the example ??

Any thoughts ?

--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx> 
wrote:
> 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@xxxx>
> 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@xxxx
> > Send SUGGESTIONS to suggest@xxxx
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> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
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> > 
> > 
> >


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