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Anyone have any experience with this?
-Eric.
--- In amibroker@xxxxxxxxxxxxxxx, "ericleake" <eleake@xxxx> wrote:
>
> 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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