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PureBytes Links
Trading Reference Links
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I think I know what you're getting at - take a look at example #3 on
this page:
http://www.amibroker.com/guide/a_addtocomposite.html
"In the third example I will show you how to use the same technique to
count the number of open positions of your trading system. This is
useful if you want to know how big account would you need to trade
your system following all the trades. Our formula will be very similar
to the one before."
That might help you out - but in general, I, like you, would love to
see these added to the application's base reports.
/d/
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Hi,
>
> Before running your backtest, click on the Settings button, look under
> the Report tab and selected Detailed log.
>
> Then, when you run your backtest, you will see all positions held on a
> day by day basis. This is also useful when trying to understand how
> your PositionScore logic works, as it will indicate which tickers are
> under consideration and list which were entered/exited at each bar.
>
> You can find more information about the backtest settings in the
> online help via:
>
> Help menu
> -Contents tab
> --Reference Guide
> ---Analysis Tools
> ----System test settings window
>
> Or from the web here:
> http://www.amibroker.com/guide/w_settings.html
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Graham Johnson" <grahamj@> wrote:
> >
> > There are 2 things that I would like to achieve
> >
> > 1. Backtest Report - maximum no. of open positions for the backtest.
> >
> > 2. Equity Chart - number of open positions for each bar.
> >
> > I've searched the docs and this forum but didn't locate anything.
> >
> > Thanks
> >
> > Graham
> >
>
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