PureBytes Links
Trading Reference Links
|
When using AddToComposite with the Equity() function, I am getting
what seems to be different results that what is being backtested. If
I am overlooking something simple here, please forgive me.
Example: 3/31/2000 through 3/21/2003 shows a steep decline in the
composite value of Equity(): about -15%. Yet when I run a portfolio
backtest for the same period, the system shows a +85% return. There
are no ExRem statements.
What am I missing here.
-Eric.
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Yahoo! Domains - Claim yours for only $14.70
http://us.click.yahoo.com/Z1wmxD/DREIAA/yQLSAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|