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You have to be specific, cash-flat is solved by using exposure in both
cases.
What do you mean by "equity is not going up", what is "flat"?
If you don't have to many opts you can save the Equities in Composites and
analyze the separately.
herman
-----Original Message-----
From: dingo [mailto:dingo@xxxxxxxxxxx]
Sent: Saturday, October 02, 2004 5:38 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Controlling the Built-in Equity Plot
either. Flat in the sense that the equity is not going up (sideways or
down).
d
_____
From: Herman van den Bergen [mailto:psytek@xxxxxxxx]
Sent: Saturday, October 02, 2004 5:36 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Controlling the Built-in Equity Plot
Individual or Port backtest?
If you mean by "flat", cash, then doesn't Exposure tell you that? 20%
Exposure == 80% Flat.
h
-----Original Message-----
From: dingo [mailto:dingo@xxxxxxxxxxx]
Sent: Saturday, October 02, 2004 5:30 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Controlling the Built-in Equity Plot
nice approach H. Now figure out a way to get at max flat bars (from
fred's
equity curve) output during an optimization run.
d
_____
From: Herman van den Bergen [mailto:psytek@xxxxxxxx]
Sent: Saturday, October 02, 2004 5:26 PM
To: AmiBroker YahooGroups
Subject: [amibroker] Controlling the Built-in Equity Plot
These comment pertain to the "Equity Line" Built-in Indicator as used
with
Individual Backtests. In addition to plotting from indicator formula
windows
you can plot indicators directly from the AA (very useful for debugging)
if
you insert /* below the
//--equity-plot-- do not remove this line
line. Like so:
//--equity-plot-- do not remove this line
/*
this in effect comments out the Built-in Equity plot. Doing this you can
add
Plot() statements to your system's code and plot these by clicking the
"Equity" button in the AA (a backtest is required after each code
change).
To prevent having to insert/delete the /* each time you want to switch
between the Built-In Equity plot and your own plots you can
curly-bracket
the Buit-in Equity code and make it conditional on the state of a
StaticVariable you can control from any AA code, the Built-In equity
plot
now looks like ths:
/**/
//--equity-plot-- do not remove this line
if (IsEmpty(StaticVarGet("ShowBuiltinEquityPlot")))
StaticVarSet("ShowBuiltinEquityPlot",1);
if (StaticVarGet("ShowBuiltinEquityPlot"))
{
MaxGraph=0;GraphXSpace=5;
GraphZOrder=1;
Plot( Equity( 0, -2 ), "Equity", -8, styleArea );
// now buy and hold simulation
Short=Cover=0;
Buy=Status("firstbarintest");
Sell=Status("lastbarintest");
SetTradeDelays(0,0,0,0); PositionSize = -100;
ApplyStop(0,0,0,0);
ApplyStop(1,0,0,0);
ApplyStop(2,0,0,0);
Plot( Equity( 0, -2 ), "Buy&Hold", -9 );
}
Now you can control display of the Built-In Equity Plot directly from
your
AA code, without the /* edit, using this line:
StaticVarSet("ShowBuiltinEquityPlot",0); // Set argument 1 to plot
Buil-In
Equity Plot
best regards,
herman.
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