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Ken,
Please re-read what I wrote before:
"Equity without any parameters uses LAST BACKTEST settings".
This means ALL backtest settings, not only range.
If your AA settings are such that they disallow trades (for example
"allow pos size shrinking" turned off and pos size too large
comparing to available equity) - Equity won't generate trades as well.
Please keep in mind that Equity() function was provided
to allow to plot Equity chart AFTER RUNNING backtest.
Therefore it must use AA settings. Otherwise results would be
inconsistent with backtest.
So please go to AA and check the settings. Or better yet
- run your code in the BACKTESTER (I mean AA).
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Ken Close" <ken45140@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, March 27, 2007 6:06 PM
Subject: [amibroker] Followup Problem -- Re: Equity() Command
> Amazing but true....the simple code I posted earlier in this thread
> no longer works. I have not made any changes that I can remember
> (other than turning off computer and restarting this morning). This
> most simple code will not produce any equity results, either by using
> the Equity() command or by switching to the AA window and running a
> Backtest. Oh, yes, I tried the parameters suggested by the Help
> files (Equity(0,0), but then set it back to Equity().
>
> The test code could not be more simple. The Buy and Sell arrays have
> signals (arrows plot fine), but no trades are made. I have checked
> Parameters (there are none); Settings (they have not changed and
> other backtests perform fine); I have rebooted the computer twice (I
> am not sure how to "flush the cache" as TJ instructions frequently,
> but would guess that rebooting would do so).
>
> Nothing I have tried can produce trades in this simple code.
>
> Anyone have a suggestion?
>
> Ken
>
> This happens once or twice in a year and is totally frustrating and
> makes you want to give up trying to program...but then the solution
> is pointed out, and on you go....please help.
>
> Code reproduced again so you dont have to scroll:
>
> SetChartOptions(chartShowDates,2);
> E5 = EMA(C,5);
> E45 = EMA(C,45);
>
> Buy = Cross(E5,E45);
> Sell = Cross(E45,E5);
> PlotShapes(Buy*shapeUpArrow,colorGreen);
> PlotShapes(Sell*shapeDownArrow,colorRed);
> Eq = Equity();
>
> Plot(Eq,"Equity",colorBlue,styleLine);
>
>
>
> =================================================
>
> --- In amibroker@xxxxxxxxxxxxxxx, Ken Close <ken45140@xxx> wrote:
>>
>> Many thanks TJ and Keith. I just missed the range parameter....:(
>>
>> Ken
>>
>> _____
>>
>> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
> On Behalf
>> Of Tomasz Janeczko
>> Sent: Monday, March 26, 2007 5:09 PM
>> To: amibroker@xxxxxxxxxxxxxxx
>> Subject: Re: [amibroker] Equity() Command
>>
>>
>> Ken,
>>
>> Equity without any parameters uses LAST BACKTEST settings
> (including the
>> range),
>> so if his settings are for example 1 last bar - then the backtest
> will be
>> performed on last one bar only.
>>
>> Instruct your friend to adjust settings in AA window (and run
> backtest).
>>
>> Alternativelly provide PARAMETERS to Equity() to override analysis
> range.
>> http://www.amibroker.com/f?equity
>>
>> And no, you don't need to run backtest everyday.
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>>
>> ----- Original Message -----
>> From: Ken Close <mailto:ken45140@...>
>> To: amibroker@xxxxxxxxxxxxxxx
>> Sent: Monday, March 26, 2007 8:45 PM
>> Subject: [amibroker] Equity() Command
>>
>> I understood the Equity() command to act as a builtin Backtest.
>>
>> Accoringly, I create the following simple code to create and plot
> the
>> Equity.
>>
>> E5 = EMA(C,5);
>>
>> E45 = EMA(C,45);
>>
>>
>>
>> Buy = Cross(E5,E45);
>>
>> Sell = Cross(E45,E5);
>>
>> PlotShapes(Buy*shapeUpArrow,colorGreen);
>>
>> PlotShapes(Sell*shapeDownArrow,colorRed);
>>
>> Eq = Equity();
>>
>>
>>
>> Plot(Eq,"Equity",colorBlue,styleLine);
>>
>>
>> I loaded this into the Indicator Bulder, and applied it and got my
> Equity
>> plot. No other steps required.
>>
>> I shared the code with a friend. He did the same thing, applied
> it, and got
>> an {Empty} array and no plot.
>> He loaded the code into the AA window, clicked Backtest, and the
> plot of
>> Equity appeared.
>>
>> Question: why did the same code act differently? Next, will it be
>> necessary to run the backtest every day to update the Equity curve?
>>
>> Insights and suggestions will be appreciated.
>>
>> Thanks,
>>
>> Ken
>>
>
>
>
>
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