[amibroker] Re: Value of all my trades on a bar by bar basis

["garycristo" <garycristo@xxxxxxxxxxxx>]

Hi,

I found one error I made in the code numberofshares should be:

numberofshares = (Equity() * (PositionSize * -1) / 100) / C;

I had the close divided by the position size instead of the other way 
around to get the number of shares bought.

Even so, it still isn't what I'm after because I am using -10 for the 
PositionSize and it is not increasing as equity increases. Looking at 
the BarByBar output the stock value is stuck at 10% of equity.

Thanks

--- In amibroker@xxxxxxxxxxxxxxx, "garycristo" <garycristo@xxxx> 
wrote:
> Thanks Graham.
> 
> > I think you would need to use custom backtest stuff
> 
> OK cheers, I think that will take a bit of learning!
> 
> I did try this but it is simply the wrong way to do it I think:
> 
> Intrade        = Flip(Buy,Sell);
> numberofshares = C / (Equity() * (PositionSize * -1) / 100);
> BarByBar       = IIf(Intrade, C * numberofshares, Null);
> AddToComposite(BarByBar, "~BarByBar", "C");
> 
> AddColumn(Equity()*PositionSize*-1/100,"BuyValue",1.3,colorIndigo,
> colorYellow);
> AddColumn(BarByBar ,"BarByBar ",1.3,colorIndigo,colorYellow);
> AddColumn(numberofshares ,"numberofshares ",1.3,colorIndigo,
> colorYellow);
> 
> I'm getting errors in the result list.
> 
> Thanks
> 
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> > 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@xxxx> 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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