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I have checked all the settings and they are as
expected.
One thing interesting is that in the
"detailed log" (generated by Back Test), the equity is calculated correctly
using today's close. But the equity values generated by Explore are slight
different for unknown reason, at least to me.
As I mentioned early, the other software uses
yesterday's close to calculate equity. I found there was a setting "use previous
bar equity for position sizing" which I can use to get around the different way
of calculation.
----- Original Message -----
Sent: Saturday, September 03, 2005 7:07
PM
Subject: Re: [amibroker] How does the
equity() being calculated?
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
>
>
>
>
> 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:
> http://www.amibroker.com/support.html
>
>
>
>
>
>
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