Re: [amibroker] Re: Equity(0), Equity(1), Equity(2), ExRem What to use when?

[Graham <kavemanperth@xxxxxxxxx>]

Just as it explains in the help file for Equity function, but in a
nutshell for common usage:

Equity(0) is for single symbol backtest capital values
Equity(1,-1) -default if written as Equity(1) - is for removing
surplus signals, and trade arrows only show after analysis is run, for
that analysis range. Arrows show on trade signal bar.
Equity(1,0) also removes surplus signals but shows the trade arrows on
chart on the bar the signal occurs.
Equity(2) the trade arrows on charts show on the actual bar of
entry/exit. Advised in help that not normally used.

See help for additional RangeType inputs in the brackets.


-- 
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com



On 05/11/2007, balin8425 <balin8425@xxxxxxxxx> wrote:
> I think that the way Equity(1) fails to signal on the current bar is
> a bug.
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "balin8425" <balin8425@xxx> wrote:
> >
> > I have been trying to get a handle on this for quite a while.
> > Depending on which one I use I get different results in my
> backtests,
> > scans and explorations. Portfolio trading.
> >
> > Equity(0) gives me a correct backtest, but my explorations (for
> > trading signals with PositionScore) don't filter out the redundant
> > signals.
> >
> > Equity(1) in explorations filters out the redundant signals but
> never
> > shows a signal for the final day - useless for trading.
> >
> > Equity(2) ? I'm not sure what is happening.  Needs more study.
> >
> > ExRem changes the backtest slightly on some days and I haven't
> > figured out why it rejects certain signals which had higher
> position
> > scores.
> >
> > I would like my backtests to match my explorations for signals.
> I'm
> > using a 1 delay for buys, which I know is a problem for Equity(1).
> > I've read the manual multiple times and searched the list.  Is
> there
> > a best way to approach this?
> >
> > I've use status action in order to use different of the above
> > functions in the backtester and the exploration but it seems overly
> > complex.  As does using ref(buy,-1) to deal with delays, which
> seems
> > also kludgy to me.
> >
> > thanks for any clarification
> > Balin
> >
>
>
>
>
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>
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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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>
>
>
>


Please note that this group is for discussion between users only.

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