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OK Dingo, you lost me on this. Maybe I am missing how I am supposed to
use the equity but it gives me no returns percentages etc. Also, how
do I set the same dates as the portfolio?
Thanks
DM
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxx> wrote:
>
> 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@> 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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