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I know
that this is a lot to ask of you and understand if you don't have time BUT do
you happen to have some dummy data or test data of what you've described with
the resultant set of charts that you could share? Neat ideas you got
there!
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<FONT
face=Tahoma size=2>-----Original Message-----From: aew_o
[mailto:awenos@xxxxxxxxx] Sent: Tuesday, November 25, 2003 10:39
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Plotting ones own equityMarkusHere is a
method I use. It has a fair amount of manual recordkeeping 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 cashin the account. (You also can look up the
portfolio balance ona delayed intraday basis if you
wish.)2. On a daily basis, I enter the total portfolio
value and thecash value into an Excel spreadsheet with headings that match
theformat of the AB Quote Editor. The spreadsheet is saved as a
.csvfile.3. Daily, I import the data into AB using the
import wizard anda 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 anautomatic 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 theOI field is used to control the plot of shapes, etc. The
code tellsAB if a buy/sell/short/cover event has occurred.If you
would like specific code examples, just ask.Hope this
helps.RegardsTony--- In
amibroker@xxxxxxxxxxxxxxx, "IVA GmbH" <funnybiz@xxxx> wrote:>
Hello once again,> > I tried to find a way to plot the progress
of my portfolio´sequity 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> >
MarkusSend
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