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Open a chart with your benchmark symbol.
Click the button ! To open the AA window.
In the AA window click the Edit button.
In the AA window Click Current Symbol in the Apply To setting
Click the From button in the Range frame. Then enter the from and to dates
you've been using.
Make sure you have delay = 0 and "O" in the Trades tab of the settings.
In the Edit Window click the New icon.
Enter the following:
Buy = 1;
Sell = 0;
Click the ! Drop dropdown button in the edit window. Then select backtest.
When finished you should have 1 line in the results list of the AA window.
The buy date should show the same date as the from date in the AA window. If
it doesn't then you don't have enuf history on your benchmark symbol.
To see the results of buy and hold either use the line in the relults list
or click on the report button and read them.
d
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of dmcleod1981
> Sent: Friday, February 16, 2007 8:19 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Adding Buy & Hold Metric to backtest
>
> 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
> > >
> > >
> > >
> > >
> >
>
>
>
>
> 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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