RE: [amibroker] Any Way To Take *all* Signals in BackTesting?

["Herman van den Bergen" <psytek@xxxxxxxx>]

...> Then re-run a second test where I take all signals, regardless of the
> number of open positions and portfolio value.

 

Wouldn't that be equivalent to creating an equity composite for the equities of the individually traded stocks in your portfolio?

 

If so, perhaps a better way might be to create a ROC(E,1) composite, which would represent the composite rate of price change for your portfolio, and reconstruct a normal equity chart from that using any starting capital.

 

best regards,

herman

-----Original Message-----
From: Graham [mailto:kavemanperth@xxxxxxxxx]
Sent: Monday, January 17, 2005 4:21 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Any Way To Take *all* Signals in BackTesting?

You cuold use the "old backtester" or just increase the initial equity
to a very high value


On Mon, 17 Jan 2005 14:08:52 -0000, voyager_3k <voyager3k@xxxxxxxxxxx> wrote:
>
>
> For comparison purposes, I'd like to run one backtest on a strategy
> with a normal portfolio.
>
> Then re-run a second test where I take all signals, regardless of the
> number of open positions and portfolio value.
>
> Any way to do that?
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>


--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/


Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html



Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html

---

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