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



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log x is negative for 0 < x < 1
log 1 = 0
log x is undefined for negative x
 
Bill
 
----- Original Message -----
From: "Steve Dugas" <sjdugas@xxxxxxxxxxx>
Sent: Friday, July 06, 2007 12:09 PM
Subject: Re: [amibroker] Re: Linear / Logarithmic Equity Line

> 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
>>> >
>>>
>>
>>
>>
>>
>> Please note that this group is for discussion between users only.
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>> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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>>
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>>
>>
>>
>>
>
>
>
>
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