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I think you would need to use custom backtest stuff
You could try addtocomposite from an explore by adding the price
values only when in trades.
On 10/3/05, garycristo <garycristo@xxxxxxxxxxxx> wrote:
> Anyone have any tips to do this?
>
> I have a suspicion that I can't simply do a scan/addtocomposite to
> get
> the total value of all trades bar by bar as I think the backtester
> needs to run to get the correct position sizes.
>
> Could this be a custom backtester job? I hoped it would be simpler as
> the custom backtester baffles me!
>
> Thanks for any help.
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "garycristo" <garycristo@xxxx>
> wrote:
> > Hi group,
> >
> > How can I get the value of all my trades on a bar by bar basis in
> my
> > backtested system and chart it?
> >
> > I'm not talking about the normal equity() which is plotted at the
> exit
> > of a trade but by multiplying the Positionsize by the Buyprice for
> > each trade that is open on each bar and add them to get the value.
> How
> > can I do this please?
> >
> > Thanks.
>
>
>
>
>
>
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>
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>
>
>
>
>
>
>
--
Cheers
Graham
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