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Just copy and paste from Tomasz's forumla on individual equity .....
if( ParamToggle("Show Buy-and-Hold?", "No|Yes", 1) )
{
/* now buy and hold simulation */
Short=Cover=0;
Buy=Status("firstbarintest");
Sell=Status("lastbarintest");
SetTradeDelays(0,0,0,0); PositionSize = -100;
ApplyStop(0,0,0,0);
ApplyStop(1,0,0,0);
ApplyStop(2,0,0,0);
Plot( Equity( 0, -2 ), "Buy&Hold", -9 );
}
_____
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of dmcleod1981
Sent: Saturday, 17 February 2007 3:31 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
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