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Previously I had set Range to "All quotations" in AA which resulted
in negative values for equity. I changed it to 8/15/03 to 12/15/03
which resulted in some positive values for equity.
rgds, Pal
--- In amibroker@xxxxxxxxxxxxxxx, "palsanand" <palsanand@xxxx> wrote:
> 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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