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Thanks again, Herman.
But isn't the 'equity()' function only for single security backtests?
I'm doing portfolio backtesting.
So...I'm still looking for a way to extract the equity curve data for
portfolio backtests.
ges
On 2/12/07, Herman <psytek@xxxxxxxx> wrote:
>
> simply write and explorations, i think someone suggested that early on.
> Like so:
>
>
> Buy=Cross( MACD(), Signal() );
>
> Sell=Cross( Signal(), MACD() );
>
> Filter=1;
>
> E= Equity(1);
>
> DT=DateTime();
>
> AddColumn(E,"Eq");
>
>
> Send this to the AA and run an Exploration. Click on the chart, copy and
> paste to Excel.
>
>
> best regards,
>
> herman
>
>
> Monday, February 12, 2007, 7:09:49 PM, you wrote:
>
>
> >
>
> Herman,
>
>
>
> Thank you very much! What you describe would be helpful, but I'd still
> like to be able to pull this equity curve data into Excel.
>
>
>
> It will be easier for me to compare and, especially, to blend these curves
> in Excel.
>
>
>
> Let me ask it this way...
>
>
>
> Isn't there some way to get the data values for these equity curves out of
> AB? Surely there is. For that matter, it could be handy on occasion to get
> the values for an indicator out of AB.
>
>
>
> So...bottom line...isn't there some way to copy these data values out of
> AB?
>
>
>
> Thanks again...
>
>
>
> ges
>
>
>
>
> On 2/12/07, Herman <psytek@xxxxxxxx> wrote:
>
> OK, I don't quite know what you are doing.
>
>
> However total portfolio equities are available as "~~~Equity" Tickers that
> can be plotted using an indicator using Foreign("~~~Equity","C"). Equities
> from other backtests can be saved adding a AddToComposite() to the code so
> that they can be plotted in the same manner. I don't think you need to go
> through the trouble of using excel, you may also run out of space there if
> you have many bars.
>
>
> Tomasz wrote some code
> http://www.amibroker.com/kb/2006/03/11/how-to-create-copy-of-portfolio-equity/ <http://www.amibroker.com/kb/2006/03/11/how-to-create-copy-of-portfolio-equity/> showing
> you how to copy such equity files so that you collect them by name, data,
> test number, or ParamStr() and plot them from indicators. If you name them
> sequentially numbered you can use a small loop to overlay them in an
> indicator chart.
>
>
>
> SetCustomBacktestProc("");
>
> if( Status("action") == actionPortfolio )
>
> {
>
> bo = GetBacktesterObject();
>
> bo.Backtest();
>
> AddToComposite( Foreign("~~~EQUITY","C"),
>
> "~~~MY_EQUITY_COPY", "X",
>
> atcFlagDeleteValues | atcFlagEnableInPortfolio );
>
> }
>
>
> best regards,
>
> herman
>
>
>
>
> Monday, February 12, 2007, 2:22:11 PM, you wrote:
>
>
> >
>
> Herman,
>
>
>
> Thanks, but I'm afraid I don't follow you.
>
>
>
> To clarify, what I'd like to do is take the equity curve data (primarily
> total portfolio value) from portfolio backtests of multiple different
> systems and then import that data Excel so I can plot those equity curves
> together and compare them or blend the curves.
>
>
>
> Does that make sense?
>
>
>
> Thanks.
>
>
>
>
> On 2/12/07, Herman <psytek@xxxxxxxx> wrote:
>
> Running your system from an indicator and plotting all equities
> simultaneously on your chart is far easier.
>
>
> best regards,
>
> herman
>
>
> Monday, February 12, 2007, 1:42:35 PM, you wrote:
>
>
> >
>
> Lester,
>
>
>
> Thanks.
>
>
>
> Now...what I'd really like to do, is get the daily values for the equity
> graph out of AB and into Excel, so I can compare equity graphs between
> different systems, or even combine them to see how the blended systems
> equity graph would look.
>
>
>
> I can run the backtests and export the cumulative profit to Excel and plot
> the graph of the equity growth, but the data points won't necessarily line
> up.
>
>
>
> I would really like to be able to get the equity graph values out of AB
> and into Excel and I have the notion that this should not be hard to do, but
> I have yet to see how it can be done.
>
>
>
> Any other ideas?
>
>
>
> Thanks!
>
>
>
>
> On 2/12/07, Lester Vanhoff <ebsn247lsm@xxxxxxxxxxxxx > wrote:
>
> Automatic Analysis - run your exploration - hit Export button - then
> import the CSV file to Excel.
>
>
> Lester
>
>
> --- In amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>, "ges"
> <ges8ges@xxx> wrote:
>
> >
>
> > I have a feeling this is a stupid question as I think it must be easy
>
> > to do, but I can't figure it out...
>
> >
>
> > How can I copy the values for an indicator (or more to the point, the
>
> > values for an equity graph) to Excel for further analysis?
>
> >
>
> > I want to get the numeric values out of AB and copy them over to the
>
> > spreadsheet.
>
> >
>
> > Thanks,
>
> >
>
> > ges
>
> >
>
>
>
>
>
>
>
>
>
>
>
>
>
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