|
PureBytes Links
Trading Reference Links
|
Hi,
In the spirit of a picture is worth a thousand words...here is
acouple of thousand words (two piccies) showing the problem I am
having understanding what is going on. Ran the backtest...opened the
charts and these are the two equity curves of the same backtest. The
major difference is the cash curve (green) as you can see. Any ideas
as to why this may be so?
Charts at this link.
http://www.stator-afm.net/amibroker_1.html
Cheers and thanks for any help offered.
Michael
--- In amibroker@xxxxxxxxxxxxxxx, "bakermrms" <plusnq@xxx> wrote:
>
> Hi Dave
>
> Thanks for your help. Unfortunately that doesn't seem to be the
issue
> with these particular charts. I have two charts MRE and MDE. The
> portfolio equity values are as follows
>
> MRE
> Date 7.7.06
> Equity 400990.91
> Cash 61034.11 (cash chart plots this value appropriately wrt
equity
> chart)
>
> MDE
> Date 10.7.06 (why this is three days later I am not sure as I
thought
> they should plot the same end of week dates??)
> Equity 400990.91 (good so far)
> Cash 400990.91 (and the cash chart plots this as full equity
> height green bar)
>
>
> I'd be grateful for any feedback to help me understand why the
dates
> would be different and why the values vary so much. I thought
perhaps
> teh date issue wa steh source of teh issue as perhaps all trades
were
> exited between 7.7.06 and 10.7.06 (can't understand that date
issue)
> but when I look at MRE on 14.7.06 in fact the numbers are
>
> MRE
> Date 14.7.06
> Portfolio Equity 393482.47
> Cash 54487.22
>
> MDE
> Date 18.7.06
> Portfolio Equity 393482.47
> Cash 393482.47
>
> So in fact it wasn't that all positions were exited between 7.7.06
> and 10.7.06.
>
> Any ideas? I wish I could post a couple of charts to show exactly
> what I am seeing but I think the numbers show the issue.
>
> Thanks for any help offered.
>
> Cheers
>
> Shane
>
>
>
>
>
>
>
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "David Smith" <david.smith5@>
> wrote:
> >
> > Mike, I just checked the equity curve charts as you were saying
and
> I think
> > the equity curve is always the same but it changes depending on
the
> > available dates for each stock code. If there isn't the same
> amount of data
> > the chart will zoom in hence it looks different.
> >
> > Dave
> >
>
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|