Re: [amibroker] Re: portfolio backtest. Extracting monthly cash

["emp62" <emp62@xxxxxxx>]

hi JD,

 

I guess Tomasz needs to answer that question. Also the line  if (dd[ bar ] < -27 )  needs to be  if (dd[ bar ] < -10 ) instead.

 

In the chart below you can see a system starting with 50000 cash where it does a monthly withdrawal of 4000$.  Money is taken away from the system just fine but I don't know if the simple coding causes any problems elsewhere in the backtest. I believe for certain setups (if you always have plenty of cash) it will give you a good idea of how monthly cash withdrawals influence the performance of your system,

 

 

rgds, Ed

 

 

 

> Hmmm...Interesting.  I wonder if the CAR statistics would still be right
> with periodic cashflows being taken out..
>
> http://www.gummy-stuff.org/IRR.htm
>
> JD

 

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