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PS-
That explains a lot. Thank you. Thought I was losing my mind there.
--- In amibroker@xxxxxxxxxxxxxxx, "vlanschot" <ecbu@xxxx> wrote:
> Eric,
>
> 1. Portfolio BT is not the same as the ATC on individual Equity
()'s.
> Main difference: it reallocates the total equity available at each
t
> according to your criteria. Individual Equity() remains "fixed"
for
> each security, albeit its amount depends of course on the P&L
> results. I suggest you read the chapter on backtesting in the
manual
> for more details.
>
> 2. If you do want to get more details on how each Equity() is
doing,
> use the AA-> Back test -> Individual Backtest. You can get full
> reports on each and then, f. ex. via Excel, create combined
results.
>
> Hope this helps.
>
> PS
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ericleake" <eleake@xxxx> wrote:
> > 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.
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