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I ran this code in an exploration in AA and got all negative values
for the equity and 0.00 for WLSumEquity columns for each ticker.
Back test produced some positive results. Sorry, couldn't be of
further help.
rgds, Pal
--- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen" <psytek@xxxx>
wrote:
> Hello,
>
> I need an Exploration that calculates the sum of equities for a
watchlist.
> This has to be an looping solution because I want to do this on the
fly
> while dynamically changing system parameters, I cannot use
composites.
>
> Below is a simplification of what I have but the sum of Equities in
the last
> column keeps changing because the individual equities (based on
> SetForeign()) keep changing. I confirmed this with DebugView.
Something is
> out of sync... Can somebody tell me where I went wrong?
>
> Many thanks for any help you can give,
> herman
>
> Buy=Sell=Short=Cover=0;
> Filter=Status("LastBarInTest");
>
> // system's code, executed for each stock in Exploration
> Buy=Cross( MACD(), Signal() );
> Sell = Cross( Signal(), MACD() );
> Short = Sell; Cover = Buy;
> E = Equity(0);
> AddColumn(E,"Equity",1.2);
>
> // Same code, calculate sum of Equity for watchlist
> List = GetCategorySymbols(categoryWatchlist,8);
>
> Et = 0;
> for( n=0; (Ticker=StrExtract( List, n))!= ""; n++)
> {
> Ticker=StrExtract( List, n);
> SetForeign(Ticker);
> Buy=Cross( MACD(), Signal() );
> Sell = Cross( Signal(), MACD() );
> Short = Sell; Cover = Buy;
> E1 = Equity(0);
> Et = Et + E1;
> //_TRACE(List+" "+Ticker+" "+NumToStr(n)+" "+NumToStr(E1));
> AddColumn(E1,Ticker,1.2);
> RestorePriceArrays();
> }
> AddColumn(Et,"WLSumEquity",1.2) ;
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