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Hi Graham,
Thanks for the interest!
As far as I understand a standard equity curve starts
at your initial capital and when brokerage is paid OR
a trade is EXITED at profit or loss then the equity
curve adjusts! That is it.
If my understanding is incorrect, please advise (TJ?).
> If equity is calculated surely it is available for
> use in trade sizing etc.
Yes it is, but what I am interested in is the open
equity curve, that is - what trades are doing in
between the buy and sell signals (bar by bar). I would
like see my closed trade equity curve plotted with my
open trades equity curve in AB. See the attached as an
example. Note: the lower line is closed equity trades.
FYI I'm trying to backtest exiting trades using the
open equity curve.
Thanks.
--- Graham <kavemanperth@xxxxxxxxx> wrote:
---------------------------------
Can someone explain what this means. If equity is
calculated surely it is available for use in trade
sizing etc. In backtesting as an example you can size
the trades as percentage of equity (positionsize =
-10;)
Sorry just find this confusing (or is that
conflicting) information
"Equity() evaluates equity in one step and returns
array."
Under what conditions can you not use Equity result
value?
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 10/4/05, garycristo <garycristo@xxxxxxxxxxxx>
wrote:
> Thanks Tomasz!
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<amibroker@xxxx>
> wrote:
> > 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
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