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Re: [amibroker] Re: Linear / Logarithmic Equity Line



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Thanks Fred, I think I will play with it a bit more and see if I can find 
some sort of fix - I really like the simple "% return line" on the linear 
charts!  Fred, would you happen to know if logarithms will work OK for 
numbers between 0 and 1? ( or GP or anyone? ) Thanks!

Steve

----- Original Message ----- 
From: "Fred" <ftonetti@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, July 05, 2007 7:49 PM
Subject: [amibroker] Re: Linear / Logarithmic Equity Line


> It'll be simpler to start at either 1 or the value of Initial
> Equity ...
>
> You can always calc for any place along the Equity Curve what CAR or
> Total Return or any other performance metric are and put that info in
> the title.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney" <gp.investment@xxx>
> wrote:
>>
>> Steve,
>>
>> You can't display zero or negative numbers on a log chart.
>>
>> I'd suggest you filter the equity array before displaying, setting
>> some minimum value for all values that are less than that. You might
>> need to use trial and error to pick a good minimum value that will
>> display the rest of your data in a useful fashion. You won't then be
>> able to see values below that minimum, but the rest of your data
>> should make more sense.
>>
>> GP
>>
>>
>> --- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@> wrote:
>> >
>> > Hi All,
>> >
>> > I wrote some code that plots an equity line with overlying
>> regression line. It will plot correctly on linear or semi-log chart.
>> Then I applied a little change so that the scale on the right starts
>> at zero and displays % return rather than actual account equity. The
>> line looks the same, only the scale is different. I like this
> better,
>> except that the line looks very strange when I switch to the
>> logaritmic chart. I *think* this is because the line starts at zero,
>> and may go negative at times, and logarithms do not seem to work so
>> well with these values. Just wondering if any math wizards out there
>> might know of a workaround to correct this kind of problem? Thanks
>> very much!
>> >
>> > Steve
>> >
>>
>
>
>
>
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> 




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