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I may be wrong in this, it is just a result of observations
I think equity() gives the value of current equity for each ticker as
though it was backtested alone (like old style backtester) and not as
an overall portfolio equity.
To use the portfolio equity you need to write the position sizing into
the advanced portfolio backtester code.
The only part I see that uses portfoilio equity as actual portf equity is
positionsize = -10; which assigns 10% of portfolio equity for the trade size
--
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 12/5/05, sebastiandanconia <sebastiandanconia@xxxxxxxxx> wrote:
> No idea why your code isn't executed, but I do something similar like
> this:
>
> Sell=Cross(Ref(HHV(Equity(),100),-1)*.87,Equity());
>
>
> Luck,
>
> Sebastian
>
> --- In amibroker@xxxxxxxxxxxxxxx, eric paradis
> <thechemistrybetweenus@xxxx> wrote:
> >
> > Can someone explain why this code is never executed?
> >
> > The idea is to sell if the equity has follow 13% below
> > the HHV of the equity for the past 100 days.
> >
> > Sell= IIf (Equity() * 1.13 <
> > HHV(Ref(Equity(),-1),100),1,0);
> >
> > Thanks,
> >
> > Eric
> >
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