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Hello DM,
I haven't tried it but I have theoretically considered the *problem*
in the past and I came to the conclusion if your buy = = the close on
the start date of your test period and your sell = = the close on the
last day of your test period you would have it (MM set to buy 100% of
equity).
If you just want it as a reference or cross comparison to your system
backtest results then add code to an Exploration to perform the above
task for all symbols for the test period and print the output list.
I do have *indicators* that I use to visually compare the evaluation
metrics for the full test period (I view them in charts and/or add
them to Explorations) e.g. Win/Loss ratio, Profit Factor (gross
profit/loss method or Win/Loss ratio method).
What they tell me is what the PF would have been if I had bought and
held compared to trading my system.
I assume any of the back-test metrics can be converted to the
equivalent buy/hold return for comparison with your system metrics.
Let me know if you are interested in that approach and I will post
something.
I have only done the above two at this stage but the easier metrics
in the backtest report shouldn't be hard to achieve.
Regards,
BrianB2.
--- In amibroker@xxxxxxxxxxxxxxx, "dmcleod1981" <dmcleod1981@xxx>
wrote:
>
> I may be using the wrong key words when I am searching but I can't
find
> any previous samples that show how to add the buy and hold return
> during the back test period. If someone has any snippets or can
> reference a post number I would be greatful.
>
> Thanks
> DM
>
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