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Dingo,
I want to measure the total value of the portfolio relative to a
benchmark so I don't need to measure the position by position hold
times or returns. Therefore capital allocation doesn't come into
consideration. If your going to take the trading, security selection,
drawdowns, taxes, etc you might as well see how you did versus no
brain work of indexing and regular systematic market risk. :)
I would have thought this would have been covered in the archives but
I can't seem to find any samples or discussion with code examples.
DM
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxx> wrote:
>
> If you're testing a portfolio of stocks - some of which trade at certain
> times and are replaced by others - how do you buy and hold them
since you
> only have a certain amount of captial?
>
> d
>
> > -----Original Message-----
> > From: amibroker@xxxxxxxxxxxxxxx
> > [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of dmcleod1981
> > Sent: Friday, February 16, 2007 11:31 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Adding Buy & Hold Metric to backtest
> >
> > 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
> >
> >
> >
> > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
>
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