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Tomasz,
Could you tell me please if it is possible during a backtest to
reference a value of the open trades ie:
Open Trade Equity plot is a plot of current equity on a bar by bar
basis. It tells you your current equity based on the currently open
trades. If you liquidated ALL currently open trades then this is the
amount of money you would have in your pocket.
...or am I missing something that equity() does?
Thanks.
--- In amibroker@xxxxxxxxxxxxxxx, "garycristo" <garycristo@xxxx>
wrote:
> 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@xx
..>
> > > > 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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