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You are better to just select the symbol ~~~Equity and explore on the
current symbol, otherwise you will only get as many bars as there are on the
symbol chosen
Then just use
filter=1;
addcolumn(c,"equity",1.2);
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 14/02/07, ges x <ges8ges@xxxxxxxxx> wrote:
>
> 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
> > >
> > > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> >
>
>
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.441 / Virus Database: 268.17.37/682 - Release Date: 2/12/2007 1:23 PM
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