[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: plotting equity curve and using stats



PureBytes Links

Trading Reference Links

Equity feedback or Trading the Equity can be done by modifying your signals after calling e=equity() and using e or its derivations, in the formulation of your signals.

You can also use a loop...


TASC Published some articles on this many years ago.


best regards,

herman


Friday, June 29, 2007, 4:43:44 AM, you wrote:


> Hugh,


> The Equity function cannot be used to generate rules for the Buy &

> Sell arrays. That function evaluates all your rules and comes up with

> the equity data all in a single function call, so you cannot make it

> iterative per bar.


> To make buy, sell and position size decisions based on current equity,

>  you need to use the custom backtester interface. 


> GP



> --- In amibroker@xxxxxxxxxxxxxxx, "huandy631" <hugh.andersen@xxx> wrote:


>> hello

>> I am trying to plot an equity curve and then use the curve to exit a 

>> position. I've used the help file, but without success. Basic code is:

>> Buy=Cross(MACD(),Signal());

>> Sell=Cross(PnL,0.9);

>> E = Equity();

>> PnL=E/Highest(E);

>> Plot(E,"equity",colorRed,styleLine+styleownscale);

>> Plot(Close,"stock",colorBlue,styleLine);


>> however i know PnL should be above sell to prevent an error...

>> If anyone has coded this please let me know?

>> thanks

>> Hugh






> 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/

>  

__._,_.___

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





SPONSORED LINKS
Investment management software Investment property software Investment software
Investment tracking software Return on investment software

Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___