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[amibroker] Re: Adding Buy & Hold Metric to backtest



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D

Thanks.

Works for me for indexes.

Couldn't be easier.

BrianB2.

--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxx> wrote:
>
> 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@> 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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