Try storing the equity curve after you
set timeframe monthly, then restoreTimeFrame and use TimeFrameExpand on the
stored array. Choose the appropriate expand mode to fill the array.
I did not test this, but something like
this, but you'd better test it as I did not.
TimeFrameSet(inMonthly);
eq = Foreign("~~~EQUITY",
"C"); //Same for all variables
TimeFrameRestore();
eqMonthly = TimeFrameExpand(eq, inDaily,
expandFirst);
Plot(eqMonthly,"Monthly
Equity",1);
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Klaus Korneker
Sent: Thursday, February 02, 2006
01:48
To: amibroker@xxxxxxxxxxxxxxx
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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