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Strike the part about "seems to be equity for my entire list." The
results are different with different watchlists, but far removed from
what it looks like with a system test.
S.
--- In amibroker@xxxxxxxxxxxxxxx, "sebastiandanconia"
<sebastiandanconia@xxxx> wrote:
>
> 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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