Sent: Thursday, February
02, 2006 3:48 AM
Subject: RE: [amibroker]
Monthly performance
Hello Terry,
i have also thought that but i have not found the solution.
Right now the code below displays on every first day of the month the
difference to the last month.
Now i would like to fill the chart with this value as long as a new
month begins. Any idea ?
eq = Foreign("~~~EQUITY", "C");
cash = Foreign("~~~EQUITY", "L");
dr = eq - Highest(eq);
bslh = HighestBars(eq);
CumMonth = Cum(Month() - Ref(Month(),-1)>0 OR Month() - Ref(Month(),-1)<0);
EQlastdayinmonth
= ValueWhen(CumMonth>Ref(CumMonth,-1),EQ);
MP =
EQlastdayinmonth - Ref(EQlastdayinmonth,-1);
//Plot(CumMonth,"CUM",1,styleLine);
GraphZOrder=1;
Plot(MP, "Portfolio Equity", colorLightBlue, styleArea );
//if( ParamToggle("Show
Cash", "No|Yes", 0 ) ) Plot(cash, "Cash", colorGreen,
styleArea );
//if(
ParamToggle("Show Drawdown", "No|Yes", 1 ) ) Plot(dr,
"Drawdown", colorDarkRed, styleArea );
//if(
ParamToggle("Show #bars since last high", "No|Yes", 0 ) )
Plot(bslh, "#bars since last high", colorDarkYellow, styleLine |
styleOwnScale, 0, 10 * LastValue( Highest( bslh ) ) );
islastbar = Status("lastbarintest");
isfirstbar = Status("firstbarintest");
bar = BarIndex();
firstbar = LastValue( ValueWhen( isfirstbar, bar ) );
lastbar = LastValue( ValueWhen( islastbar, bar ) );
al = LastValue( ValueWhen( islastbar, LinRegSlope( eq, Lastbar -
firstbar + 1 ) ) );
bl = LastValue( ValueWhen( islastbar, LinRegIntercept( eq, Lastbar - firstbar + 1 ) ) );
Lr = al * ( BarIndex() - firstbar ) + bl;
Lr = IIf( bar >= firstbar AND
bar <= lastbar , Lr, Null );
if( ParamToggle("Show lin. reg.", "No|Yes", 0 ) )Plot( Lr , "Linear Reg", colorRed, styleThick );
Regards
Klaus
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Terry
Sent: Thursday, February 02, 2006 3:50 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Monthly performance
Never tried it, but you should be able to save equity and use
TimeFrameSet(inMonthly) to convert to monthly, then plot.
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx]
On
Behalf Of Klaus Korneker
Sent: Wednesday, February 01, 2006 15:26
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Monthly performance
Hello,
what's the easiest way to plot the monthly performance on a daily
chart.
The default equity plots every bar a new value.
Regards
Klaus
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