|
PureBytes Links
Trading Reference Links
|
|
Thanks Bill !
----- Original Message -----
Sent: Friday, July 06, 2007 4:43 PM
Subject: Re: [amibroker] Re: Linear /
Logarithmic Equity Line
log x is negative for 0 < x <
1
log 1 = 0
log x is undefined for negative
x
Bill
----- Original Message -----
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.
>>
>> 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.
>
> 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/
>
>
>
> --
> No virus found in this
incoming message.
> Checked by AVG Free Edition.
> Version:
7.5.476 / Virus Database: 269.9.14/885 - Release Date: 7/3/2007 10:02
AM
>
>
__._,_.___
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
__,_._,___
|
|