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Two questions regarding Equity and ATC:
1. When completing a backtest, I am using AddToComposite to create a
ticker of the Equity. I'm then trying to buy that ticker in a "buy
and hold" strategy, but am not getting the same results as the
original backtest. For example, original backtest comes in say at
18% CAR, but buying and holding the resulting equity curve results
in a 4% CAR. What am I doing wrong? Buy and hold code is simply:
SetOption("InitialEquity", 100 );
SetOption("MaxOpenPositions", 1 );
SetTradeDelays(0,0,0,0);
PositionSize=-100;
Buy=1;
Sell=0;
2. Is there a way to use ATC in Rotational Mode to accomplish the
same thing? -i.e. get a ticker symbol for the Equity on a backtest,
since there is no scanning a rotational strategy?
Thanks!
-Eric Leake.
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