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In attempting to get a Composite Equity Curve for a watchlist, I
followed these instructions from "Help" in AB 4.7rc2:
"How do you plot a composite Equity Curve ? I don't want the whole
database, but would like to see the curve based on the watchlist I
use for the backtesting.
You can do this using the Equity and another powerful function called
AddToComposite(). First modify your trading system by adding
AddToComposite function as shown below:
/* your original system here */
Buy=Your Buy rule
Sell=Your Sell rule
Short=Your Short sell rule
Cover=Your Cover short rule
/* add the following line */
AddToComposite( Equity(), "~CompositeEquity", "X" );
Now run Scan (yes Scan, not back test) over the watch list of your
choice (use Filter button in the Automatic Analysis to choose
filtering criteria)
Now you will see ~CompositeEquity ticker created in your symbol list.
You can just select it and the price chart you will see represents
composite equity line for all symbols included in the scan."
But I'm clearly not getting the Composite Equity for the watchlist I
selected, it looks more like the equity for my entire list of stocks
from within the time-frame I'm testing in Automatic Analysis.
What's my next step in trouble-shooting, when I'm following the
directions (as far as I can tell) but don't get the expected result?
TIA for any assistance.
Luck to all,
Sebastian
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