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



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Never mind  - I figured it out. 

--- In amibroker@xxxxxxxxxxxxxxx, "jmbruegge" <jmbruegge@xxxx> wrote:
> 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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amiquote@xxxxxxxxxxxxxxx 
> > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > --------------------------------------------
> > > Check group FAQ at: 
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> > > Your use of Yahoo! Groups is subject to 
> http://docs.yahoo.com/info/terms/ 
> > > 
> > > 
> > >


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