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I remember Nigel Rowe wrote a generic one a couple of
years ago. you can just read trade as an input file.
search the archive for it.
Paul
now i manage to "code" my trade-list and now i'm able to
see all my past-history of portofolio-equity, cash and drawdown. all i
have to do is 'backtest' my afl and after that call 'portofolio-equity'.
here is my code so far:
SetOption("InitialEquity",
50000);
SetOption( "CommissionMode", 1);
SetOption(
"PriceBoundChecking", False );
SetTradeDelays( 0, 0, 0, 0
);
SetOption("MaxOpenPositions", 99999 );
CommPerc = 0;
SetOption(
"CommissionAmount", CommPerc) ;
BuyCondition =
False;
BuyPrice = 0;
ps =
(Name()=="BRK" AND DateNum()==1051222)*
2000;
BuyCondition = BuyCondition + (Name()=="BRK" AND
DateNum()==1051222);
BuyPrice = BuyPrice + (Name()=="BRK"
AND DateNum()==1051222)* 2.92;
ps = ps
+ (Name()=="OLT" AND DateNum()==1051221)*
7000;
BuyCondition = BuyCondition + (Name()=="OLT" AND
DateNum()==1051221);
BuyPrice = BuyPrice + (Name()=="OLT"
AND DateNum()==1051221)* 0.38;
ps =
ps + (Name()=="BRD" AND DateNum()==1051223)*
500;
BuyCondition = BuyCondition + (Name()=="BRD" AND
DateNum()==1051223);
BuyPrice = BuyPrice + (Name()=="BRD"
AND DateNum()==1051223)* 13.9490;
ps = ps
+ (Name()=="SNP" AND DateNum()==1051223)*
5000;
BuyCondition = BuyCondition + (Name()=="SNP" AND
DateNum()==1051223);
BuyPrice = BuyPrice + (Name()=="SNP"
AND DateNum()==1051223)* 0.4801;
//...
SetPositionSize( ps, spsShares
);
Buy= IIf ( BuyCondition, sigScaleIn,0
);
Sell=False;
any suggestion or comment is welcomed !!!
btw, my question still stands: "how you people track
your past performance of your portfolio ?"
am i on the right direction or there are other better
ways to do it ... ?
thanks in advance !
--- In amibroker@xxxxxxxxxxxxxxx, "mvc2407" <mvc2407@xxx>
wrote:
>
> hi,
>
> i'm not so advanced in AFL, but i
want to code somehow manually all
> my executed (in the past) trades to
can see, using EQUITY, the graph
> of my Portfolio Equity (cash, drwdaw,
etc...)
> i start with something like:
>
> ---------
>
SetOption("InitialEquity", 100000);
> SetOption( "CommissionMode", 1);
> SetOption( "CommissionAmount", 1) ;
> SetOption(
"PriceBoundChecking", False );
>
> ps = (Name()=="SNP" AND
DateNum()==1060110)*10000 + (Name()=="BRD"
> AND
DateNum()==1060206)*5000;
> SetPositionSize( ps, spsShares );
>
> BuyPrice = (Name()=="SNP" AND DateNum()==1060110)*0.8 + (Name()
>
=="BRD" AND DateNum()==1060206)*0.163;
> Buy = (Name()=="SNP" AND
DateNum()==1060110) + (Name()=="BRD"
> AND DateNum()==1060206);
>
Sell=False;
> ---------
>
> where i tried to code only 2
trades for the begining.
> unfortunately, the above piece doesn't reveal
any trade when I
> backtested it in AA window :(
> even if I
explored it the 'buy' events occured corectly (after i add
> Filter=1;
AddColumn.. stuff)
> i don't know what i did wrong, but i'm sure somebody
can help me.
> btw, how did u people track your past performance of your
portfolio
> using AFL and portfolio-equity?
> thx in advance for
your
answers!
>
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