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Hello,
Equity() evaluates equity in one step and returns array.
If you need equity evaluated on bar-by-bar basis during backtest
- yes it is possible and available from custom portfolio backtester interface
(Equity property of Backtester object)
http://www.amibroker.com/guide/a_custombacktest.html
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "garycristo" <garycristo@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, October 04, 2005 10:13 AM
Subject: [amibroker] Re: Value of all my trades on a bar by bar basis
> 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.
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
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>
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