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Re: [amibroker] Re: Followed instructions, but no "Composite Equity Curve"



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Hello,

There is no need to do this any more.

Just use "Portfolio Equity" chart (From "Charts" tree),
it will plot portfolio-level equity after you run backtest.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "sebastiandanconia" <sebastiandanconia@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, November 18, 2005 6:17 PM
Subject: [amibroker] Re: Followed instructions, but no "Composite Equity Curve"


> 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
>>
> 
> 
> 
> 
> 
> 
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to 
> SUPPORT {at} amibroker.com
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
> 
> Yahoo! Groups Links
> 
> 
> 
> 
> 
> 
>


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