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Hi Tomasz
Thanks for the prompt reply. I understand that the cash value will
vary as we open and close positions but I would have thought that it
would be consistently plotted for portfolio equity charts and that
changing the stock code would not vary the plot ....?given that it is
a portfolio level calculation not an individual equity calculation?
Or am I misinterpreting this function?
Cheers and thanks
Michael Baker
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> That's normal. If you close the position - the cash reaches 100%,
if you enter positions cash drops (even to zero).
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "bakermrms" <plusnq@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, June 09, 2007 1:21 AM
> Subject: [amibroker] Portfolio Equity
>
>
> > Hi
> >
> > I am running a backtest and plotting the portfolio equity curves.
I
> > have noticed that when I shift from one share code to another,
the cash
> > value seems to vary widely. The equity curve looks similar and
the
> > drawdown is similar (final numbers all the same) but the Cash is
very
> > different. If I knew how to attach images to this post I would
post
> > them to show what I mean. I would have thought that since the
portfolio
> > equity reflects the portfolio situation, that changing the share
code
> > would not alter the cash situation but it appears to dramatically.
> >
> >
> > Has anyone noticed this happening or can offer an explanation
about why
> > is is so? All help gratefully appreciated.
> >
> > Cheers
> >
> > Shane
> >
> >
> >
> >
> >
> > 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.
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