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Thanks Herman. You got me set in the right direction. I previously
tried placing a new signal set after the intermediate equity, as you
term it. But the results did not change. I tried it again but only
backtesting on one security and this time it did actually exit at the
right price. However, on a basket of securities the results weren't
correct. I think I'm accessing inidividual equity curve with equity()
instead of the portfolio equity curve. I looked in the help manual
but couldn't find the expression used to get portfolio equity?
David
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> You can define one set of signals that are used to calculate the
equity()
> and then define s second set of signals that may be partially based
on the
> equity derived from the first set of signals. You must be sure that the
> equity is based on preceeding events, so that you don't look ahead.
>
> Signal set 1
> intermediate equity()
> signal set 2
> final equity
>
> best regards,
> herman
> -----Original Message-----
> From: David [mailto:junk@x...]
> Sent: Friday, April 08, 2005 3:55 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Referencing Equity
>
>
>
> Okay, thought I would ask this a different way. The equity() function
> is an array that stores the equity curve for your systems buy, sell
> signals, etc. So equity() must be listed after the BUY and SELL
> variables. But how would you reference the equity() function to
> influence the BUY and SELL signals if everything listed after the
> equity() function call is ignored? Such as a simple example like:
>
> Buy = IIf(Month() == 1 AND DayOfWeek() == 1 AND Day() < 10 AND Year()
> == 1995,1,0);
> Sell = E > 100000;
> E = Equity(1);
>
> This would just buy on the first week of the first month of the year
> 1995. But to sell when your equity balance reaches $100,000 would
> reference the uninitialized E variable.
>
> Sorry if this is a stupid question but I just bought Amibroker and my
> knowledge is still limited. I would appreciate any help.
>
> David
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
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>
>
>
>
>
>
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