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--- In amibroker@xxxxxxxxxxxxxxx, "Walter Lepore" <electricwally77@xxx>
wrote:
>
> Hi Members
>
> Can anyone please tell me if the "Buy and Hold" results in the Old
> Backtester (v4.4)will be made available in the "Individual Backtest
> and Portfolio Backtest. It's nice If I can see all results in one
report.
>
> Perhaps there is already a way I can view this but I'm still llearning
> the interface.
>
> Thank you for your patience
>
> Walter
>
Hello Walter,
Perhaps not the definitive answer but to start some thinking around the
subject - I did an example of how to simulate a buy and hold using a
GUI method (via AA) - it is still in the file section, of this
messageboard, as COMPARE INDEX TO PORTFOLI0 by brian.z123 - sorry it is
in parts due to the upoad limits of the file section (I should edit it
and move it to the UKB one day) - the limit on the number of stocks you
can hold in the simulation is the decimal places that 'Pozition Size'
accepts - I haven't tried to push it to the limit as on my part it was
only an exercise to demonstrate the principles of the 'buy & hold'
equity curve as the freelance traders 'true benchmark' cf to popular
indexes (like the Dow etc) - the answer is relative and doesn't depend
on the capacity to actually 'buy' many stocks in real life.
I didn't explore the other (less GUI) ways to go about 'buy and hold'
in AB but the ATC function can easily calculate (and allow you to plot)
customize buy and hold equivalents for large numbers of stocks in a
watchlist etc.
brian_z
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