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OK, I guess was making this harder than necessary. This gets the data from
the last portfolio backtest:
*
Filter* = 1;
AddColumn(Foreign("~~~Equity","C"),"Equity");
Thanks to Herman and Graham.
On 2/13/07, ges x <ges8ges@xxxxxxxxx> wrote:
>
> Herman,
>
> Thanks for your patience in trying to help me figure this out. I know
> that ~~~Equity is saved after the backtest and that I can plot it with
> Foreign() in AB, but does that provide me with a way to get the data out of
> AB? I'm still missing how I can use this to get the data into Excel.
>
> I've tried just taking the backtest results from the various backtests I
> want to compare and putting them into Excel, but that provides me with the
> cumulative equity value on the dates when trades are closed, so that the
> equity graphs don't coincide--the dates aren't the same. What I really need
> is the total equity value for each date in the backtest period (as is
> plotted in AB's equity graph). I need to be able to get THAT out of AB and
> into Excel.
>
> Thanks!
>
> ges
>
>
> On 2/13/07, Herman <psytek@xxxxxxxx> wrote:
> >
> > Portfolio Equity is already in your ticker tree, group 253 I think,
> > under the name ~~~Equity(). You can read it with Foreign()
> >
> >
> > best regards,
> >
> > herman
> >
> >
> > Tuesday, February 13, 2007, 2:44:36 PM, you wrote:
> >
> >
> > >
> >
> > 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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