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I would look in Automatic Analysis settings
you can set the trades to be exited at the average price there, or
maybe you are not taking the commision into account or maybe delays
or... there are several parameters, did you search the help?
On 9/3/05, Mark H <amibroker@xxxxxxxxxxxxx> wrote:
>
> Here is more info about my questions regarding equity() below:
>
> In the other software:
> 82-09-16-H OHLC:[ 124.05 125.60 122.80 123.45 ] Eq=1000000.00
> (On 82-09-16, Buy 3050 Units At 124.82)
> 82-09-17-F OHLC:[ 123.20 124.25 122.15 122.55 ] Eq=995806.25 (=
> 619283.75(cash) + 3050*123.45)
>
> From AmiBroker explore results:
> 9/16/1982 OHLC (124.05 125.6 122.8 123.45) Equity = 1000000
> (On 9/16/1982, Buy 3050 shares at 124.82)
> 9/17/1982 OHLC (123.2 124.25 122.15 122.55) Equity = 995730
>
> Reverse to price: (995730-619283.75) / 3050 = 123.425 which doesn't any OHLC
> price of 9/16/82 and 9/17/82.
>
> Any hints?
>
> ----- Original Message -----
> From: Metasan
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Saturday, September 03, 2005 4:57 PM
> Subject: [amibroker] How does the equity() being calculated?
>
> I am moving from another software to AmiBroker and found that the
> equity lines are different.
>
> In the other software, the formula is well defined:
>
> Today's equity = Cash + NumOfShares * Yesterday's close price.
>
> But in AmiBroker, the results are slight different. I reversed the
> equity value back to a price ( (equity-cash) / NumOfShares) and it
> doesn't match any of OHLO of today or yesterday.
>
> I am wondering how the equity is calculated in AmiBroker.
>
> Thanks for any reply.
>
> Mark
>
>
>
>
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