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Hello,
You need to use mid-level CBT (ProcessSignals()) instead of high-level and generate
closed equity for each bar. Also if you are using old version of AmiBroker (pre 4.80)
you need either to remove atcFlagDefaults or upgrade.
See this:
http://www.amibroker.com/kb/2006/03/11/how-to-create-copy-of-portfolio-equity/
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Glenn" <glennokb@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, June 26, 2006 5:35 AM
Subject: [amibroker] Closed Equity ATC
> Hi,
>
> Can anyone pick what the problem is here please?
>
> The following code calculates the closed equity curve but the
> addtocomposite is not happening! :)
>
> Thanks.
>
> if( Status("action" == actionPortfolio )
> {
> bo = GetBacktesterObject();
> bo.Backtest();
> ClosedEquity = bo.Equity;
> for( pos = bo.GetFirstOpenPos(); pos; pos = bo.GetNextOpenPos())
> {
> ClosedEquity = ClosedEquity - pos.GetProfit();
> }
> AddToComposite(ClosedEquity,"~ClosedEquity","X",atcFlagEnableInPortfolio|
> atcFlagDefaults);
> }
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
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