|
PureBytes Links
Trading Reference Links
|
Markus
Here is a method I use. It has a fair amount of manual record
keeping but, in my case, I find it very useful.
1. Using MSN Money Portfolio function, I enter all trades. In
addition, it allows me to track the cash in my account. At
EOD, I now have the current value of the portfolio and the cash
in the account. (You also can look up the portfolio balance on
a delayed intraday basis if you wish.)
2. On a daily basis, I enter the total portfolio value and the
cash value into an Excel spreadsheet with headings that match the
format of the AB Quote Editor. The spreadsheet is saved as a .csv
file.
3. Daily, I import the data into AB using the import wizard and
a synthetic symbol called ~PORT.
With this data in AB, I plot equity curves, adjust potential new
position sizes according to equity balances and current drawdown
amounts.
In a similar way, I also enter pertinent, imdividual trade data so
that I can plot a graph of each stock with exact position data.
Since the data is called in AB using the foreign function, I get an
automatic last data carryforward. This means that I do not have to
enter individual trade data into the spreadsheet unless there is a
change, typically an additional purchase of the same stock or
the sale of an existing position.
To facilitate various plotting functions, I also include a code in the
OI field is used to control the plot of shapes, etc. The code tells
AB if a buy/sell/short/cover event has occurred.
If you would like specific code examples, just ask.
Hope this helps.
Regards
Tony
--- In amibroker@xxxxxxxxxxxxxxx, "IVA GmbH" <funnybiz@xxxx> wrote:
> Hello once again,
>
> I tried to find a way to plot the progress of my portfolio´s
equity
curve.
>
> Am I correct in my thinking that equity ()) "only" allows to use it
with backtesting at this point (i.e. hypothetical equity)?
>
> To correctly calculate my equity, I need to specify varying
position size, price etc.
>
> Thanks again for all your assistance
>
> Markus
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|