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Dimitris,
Actually it happens for the very last bar because of the
following change described in the read me:
changed handling of open positions in old backtester to match with portfolio
backtester and equity plot:- open positions are closed always at CLOSE
price (previously were closed at trade price)
Due to oversight it is close price of current symbol always.
Will be fixed in next beta.
Temporary workaround: close positions at the last
bar:
lastbar = BarIndex()==Lastvalue(BarIndex());
Buy=Cross(StochD(),30);Sell=Cross(StochD(),80);Short=Sell;Cover=Buy;
Sell = Sell OR Lastbar;
Cover = Cover OR
lastbar;e1=Equity(1,0);Plot(e1,"STOCK",5,1); list =
GetCategorySymbols( categoryWatchlist, 8 );for( i = 0; ( sym = StrExtract(
list, i ) ) != ""; i++ ){SetForeign(sym,True,True);global Buy;global
Sell;global Short;global
Cover;Buy=Cross(StochD(),30);Sell=Cross(StochD(),80);Short=Sell;Cover=Buy;
Sell = Sell OR Lastbar;
Cover = Cover OR lastbar;
e2=Equity(1,0);Plot(e2,sym,i+1,8);}
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Dimitris
Tsokakis
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, December 02, 2003 11:48
AM
Subject: [amibroker] Re: SetForeign()
again
Tomasz,I have a small WL8 with
BRCM, CPWR, FLEX, JDSU.The <FONT
face="Courier New">
Plot(StochD(),"STOCK",5,1); list = GetCategorySymbols(
categoryWatchlist, 8 );for( i = 0; ( sym = StrExtract( list, i ) ) != "";
i++
){SetForeign(sym,True,True);e2=StochD();Plot(e2,sym,i+1,8);}<FONT
face="Times New Roman">
and the
Buy=Cross(StochD(),30);Sell=Cross(StochD(),80);Short=Sell;Cover=Buy;e1=Equity(1,0);Plot(e1,"STOCK",5,1);
list = GetCategorySymbols( categoryWatchlist, 8 );for( i = 0; ( sym =
StrExtract( list, i ) ) != ""; i++
){SetForeign(sym,True,True);global Buy;global Sell;global
Short;global
Cover;Buy=Cross(StochD(),30);Sell=Cross(StochD(),80);Short=Sell;Cover=Buy;e2=Equity(1,0);Plot(e2,sym,i+1,8);}are
plotted.The last Equity value is quite strange and different from stock to
stock.[My initial equity is 10000 and the min.shares is 0.01]Something
is going on with the last bar[s], the 4 equity values are correct [and
unchanged] from the beginningup to two/three bars before the end.
The result ?? All my Inspection Points graphs are useless now !!
The Dec2 session is an Inspection bar for one of them...Please
advise.Dimitris Tsokakis
Hello,It is not broken. But
please note that Equity() now uses MINSHARES setting.It is mentioned
in the Read Me but I want to remind that "MinShares" setting (now
available in Auto-analysis -> Settings, "General" page )affects ALL
backtesters now. This includes Equity() function.So for example if you
are trying to display equity for say DJIAbut the initial equity is less
than (say) 9000 then no trade will be entered ifMinShares is set to
1.You would need to enter 0.0001 in "MinShares" to allow very small
fractionalquantities.Hope this helps.Best
regards,Tomasz Janeczkoamibroker.com----- Original Message -----
From: "DIMITRIS TSOKAKIS" <<A
href=""><FONT
face="Courier New">TSOKAKIS@xxxx<FONT
face="Courier New">>To: <<A
href=""><FONT
face="Courier New">amibroker@xxxxxxxxxxxxxxx<FONT
face="Courier New">>Sent: Tuesday, December 02, 2003 8:02
AMSubject: [amibroker] SetForeign() again> Tomasz,>
In 4.44 you introduced the > SetForeign( ticker, fixup = True,
tradeprices = False) > and this allowed Equity() to work well with
SetForeign.> Unfortunately with 4.50 it is down again. Can you fix it,
please.> Dimitris TsokakisSend
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