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TJ:
Folks like me hate to make dumb mistakes and so of course I read and re-read
the help file, your message, and even searched the msgs. In spite of that,
dumb still arrives.
**of course** I tried the AA backtest(all types), but naturally a "small"
detail got me....too little equity. I guess I was tripped up because the
thing had worked the day before but perhaps trading a lower priced symbol
where the lower equity still allowed trades.
Thanks for the greater detail in your help reply...."disallow trades
comment"....which had me check the initial equity.
Ken
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Tomasz Janeczko
Sent: Tuesday, March 27, 2007 12:38 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Followup Problem -- Re: Equity() Command
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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> To get support from AmiBroker please send an e-mail directly to
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> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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> For other support material please check also:
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>
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:
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For other support material please check also:
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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
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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