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Then just set Buy = 1; and let the Apply to = Current Symbol and have your
benchmark symbol in the chart. That's buy and hold.
d
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of dmcleod1981
> Sent: Friday, February 16, 2007 6:18 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Adding Buy & Hold Metric to backtest
>
> 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
> > >
> > >
> > >
> > >
> >
>
>
>
>
> 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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