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[amibroker] Breaking out of a loop...



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<FONT face=Arial color=#0000ff 
size=2>A single Backtest of a single stock's equity is Equity(0) or 
Equity(1), see Help for more on the 0 and 1 
arguments.
<FONT face=Arial color=#0000ff 
size=2>If you Backtest a series of stocks the equity() will take on a different 
value for each new stock that is processed. These equities can be summed using 
an AddToComposite(). This is more or less what happens when you use the 
portfolio tester and you can access the final portfolio equities using 
Foreign(), like with this code (originating from TJ I think) that shows how to 
retrieve the Portfolio Equity. The "~~~EQUITY" composite is created by the 
portfolio backtest:
// TJ's Equity Plotseq 
= Foreign(<FONT 
color=#ff00ff size=2>"~~~EQUITY", <FONT color=#ff00ff 
size=2>"C");cash = <FONT color=#0000ff 
size=2>Foreign(<FONT color=#ff00ff 
size=2>"~~~EQUITY", <FONT color=#ff00ff 
size=2>"L");dr = eq - <FONT color=#0000ff 
size=2>Highest(eq);bslh = <FONT color=#0000ff 
size=2>HighestBars(eq);GraphZOrder=<FONT 
color=#ff0000 size=2>1;<FONT color=#0000ff 
size=2>Plot(eq, "Portfolio 
Equity", colorBlue, styleLine );<FONT 
face="Microsoft Sans Serif" color=#008000 size=2>//<FONT color=#008000 
size=2>Plot(cash, "Cash", colorGreen, styleArea );<FONT color=#0000ff 
size=2>Plot(dr, <FONT color=#ff00ff 
size=2>"Drawdown", colorDarkRed, styleArea 
);Plot( <FONT 
color=#0000ff size=2>Foreign(<FONT color=#ff00ff 
size=2>"~~~EQUITY", <FONT color=#ff00ff 
size=2>"O"), "Long 
only", colorGreen );<FONT color=#0000ff 
size=2>Plot( <FONT color=#0000ff 
size=2>Foreign(<FONT color=#ff00ff 
size=2>"~~~EQUITY", <FONT color=#ff00ff 
size=2>"H"), "Short 
only", colorRed );<FONT 
face="Microsoft Sans Serif" color=#008000 size=2>//<FONT color=#008000 
size=2>Plot(bslh, "#bars since last high", colorDarkYellow, styleLine | 
styleOwnScale, 0, 10 * LastValue( Highest( bslh ) ) );<FONT 
size=2>islastbar = Status<FONT 
size=2>("lastbarintest"<FONT 
size=2>);isfirstbar = Status<FONT 
size=2>("firstbarintest"<FONT 
size=2>);bar = BarIndex<FONT 
size=2>();firstbar = LastValue<FONT 
size=2>( ValueWhen( 
isfirstbar, bar ) );lastbar = <FONT color=#0000ff 
size=2>LastValue( <FONT color=#0000ff 
size=2>ValueWhen( islastbar, bar ) );al = <FONT 
color=#0000ff size=2>LastValue( <FONT color=#0000ff 
size=2>ValueWhen( islastbar, <FONT color=#0000ff 
size=2>LinRegSlope( eq, Lastbar - firstbar ) ) );bl = 
LastValue( <FONT 
color=#0000ff size=2>ValueWhen( islastbar, <FONT 
color=#0000ff size=2>LinRegIntercept( eq, Lastbar - firstbar 
) ) );Lr = al * ( BarIndex<FONT 
size=2>() - firstbar ) + bl;Lr = <FONT color=#0000ff 
size=2>IIf( bar >= firstbar AND bar <= lastbar , Lr, 
Null );<FONT face="Microsoft Sans Serif" color=#008000 
size=2>//Plot( Lr , "Linear Reg", colorRed, 
styleThick );

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: paultsho 
  [mailto:paultsho@xxxxxxxxxxxx]Sent: January 26, 2004 6:14 
  PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: 
  Backtest using equity curveI've seen many clever use 
  of equityMy question in regard to the system below is Is E1 the equity 
  of just one stock, or the whole portfolio in backtesting. and if I want to 
  use the equity curve of the whole portfolio, do i have to use the 
  addtocomposite function instead of E1=equity(1);thanks in 
  advance./Paul.--- In amibroker@xxxxxxxxxxxxxxx, "Herman 
  vandenBergen" <psytek@xxxx> wrote:> You can cascade as many 
  systems as you like, even different ones, and use> the Equity from 
  the previous one as a parameter in the next system. I know> this 
  can be done with the old backtester and think it should also work 
  in> the new PF tester.> > // system one code here> 
  E1 = Equity(1);> > // System two code here> Buy = Buy and 
  (some function of E1);> E2 = Equity(1);> > // System 
  three code here> Buy = Buy and (some function of E2);> E3 = 
  Equity(1);> etc.> > You essentially redefine the buy 
  signal as often as needed (afl executes> line after line and never 
  looks back), the last definition will be what> determines your 
  results.> > Herman> >   -----Original 
  Message----->   From: Glenn 
  [mailto:glennokb@xxxx]>   Sent: November 12, 2003 1:35 
  PM>   To: amibroker@xxxxxxxxxxxxxxx>   
  Subject: [amibroker] Backtest using equity curve> > 
  >   Hi,> >   I'm was wondering if it 
  is possible in AB to incorporate the equity curve>   of a 
  system within a backtest, using it to test the following:> 
  >   a. No new entries if a closed trade crosses below a 
  moving average of>   the equity curve and re-enter when a 
  closed trade crosses above the>   moving average. Another 
  idea is to use a percentage on the equity curve>   
  instead of a moving average.> >   b. Using the above 
  also test tightening the actual trailing stop on the>   
  open trades. ie: if a closed trade crosses below a moving average 
  (or>   whatever) then instead of using a 3 x ATR stop then 
  use a 2 x ATR stop>   on the open trades.> 
  >   Note that the trades in between the exit and entry need 
  to be tracked for>   the re-entry.> 
  >   If this is possible, do you know how to set it up 
  please?> >   Cheers, Glenn> > 
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