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PureBytes Links
Trading Reference Links
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All files updated.
Bloopers, speeling, grammar, storyboard fixed etc.
code error PositionSize = -1/3*100 changed to -100/3
notes added on effect of missing quotes on *Custom Indexes* and
excluding 253 lists.
Comments on errors or suggestions welcome.
BrianB2.
--- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@xxx> wrote:
>
> Final - Part 3 plus a .doc with all code used uploaded to
>
> CompareIndexToPortfolio Folder.
>
> The 3 parts make up a GUI + simple code method to compare trade
> system equity curves and indexes.
>
> It is biased to daily timeframes and the EOD version of the
software.
>
> Scrubbed up version should make it to the third party site
eventually.
>
> BrianB2.
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@>
> wrote:
> >
> > I have uploaded part_2 and _2b to the same folder (draft
versions).
> >
> > Part3 might follow in which I will try to connect the dots using
> > Tomasz's suggestion from the Knowledge base (should be the most
> > interesting part).
> >
> > Later a combined PDF with bookmarks, and maybe some pretty
> textboxes,
> > will go up on the 3rd pary site for at least a couple of weeks.
> >
> > AmiBroker website>knowledgebase
> >
> > March 11, 2006
> > How to create copy of portfolio equity?
> > As you know Portfolio backtester creates special
ticker "~~~EQUITY"
> > which holds portfolio-level equity of the system under test. Some
> may
> > find it useful to save this equity into another symbol after
> backtest
> > for future analysis and/or comparison. Good news is that it is
> > possible to do that automatically using custom backtester
procedure
> > and AddToComposite function. The formula below shows how.
> >
> > // YOUR TRADING SYSTEM HERE
> > SetCustomBacktestProc("");
> > if( Status("action") == actionPortfolio )
> > {
> > bo = GetBacktesterObject();
> > bo.Backtest();
> > AddToComposite( Foreign("~~~EQUITY","C"),
> > "~~~MY_EQUITY_COPY", "X",
> > atcFlagDeleteValues | atcFlagEnableInPortfolio );
> > }
> >
> > BrianB2
> >
> > Hope you all had a better day today than yesterday.
> > Unless of course you are a dancing bear.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@>
wrote:
> > >
> > > Example files in the group files section based on Dingos
example.
> > >
> > > CompareIndexToPortfolio Folder.
> > >
> > > I had to break the PDF to upload it.
> > > It is in draft form.
> > > It won't be up there for long.
> > >
> > > Part2 will come out later - it goes into some variations and
> > examples
> > > of plotting the equity curve as an overlay on indexes.
> > >
> > > Thanks to Dingo for the collaborative effort.
> > >
> > > BrianB2.
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "dmcleod1981" <dmcleod1981@>
> > wrote:
> > > >
> > > > 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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