PureBytes Links
Trading Reference Links
|
Not sure if this is what you are looking for but this is how I get
the equity curve into a csv file that I then use in Excel.
First you need to add the equity curve to your chart. Then right
click on it and select "Edit Formula". Then add the following code to
the botttom.
h = fopen("c:\\temp\\portfolio.csv","w");
y = Year();
m = Month();
d = Day();
for( i = 0; i < BarCount; i++ )
{
ds = StrFormat("%02.0f-%02.0f-%02.0f,",
y[ i ], m[ i ], d[ i ] );
if (eq[i] > -1000000)
{
fputs( ds, fh );
ds = StrFormat("%02.2f,", eq[i]);
fputs( ds, fh );
ds = StrFormat("%02.2f\n", Cash[i]);
fputs( ds, fh );
}
}
fclose(fh);
You can change the name of the file and location. One thing to know
is that the symbol that is shown must have data over the entire time
of your backtest. The data file will be written whenever a new equity
curve is generated by AB.
Hope this helps,
Cey
--- In amibroker@xxxxxxxxxxxxxxx, "Graham Johnson" <grahamj@xxx>
wrote:
>
> I've looked through this forum and seen suggestions such as adding
a
> custom metric to the AA and then exporting the resultant file.
This
> would seem to require a deal of data massaging due to multiple
report
> entries for a given day, and also many trading days when there are
no
> report entries due to there not being a Buy or Sell.
>
> The discussion on using FPUTS seems to be a good solution - but
that
> would be so much easier if one could traverse ~~~EQUITY (or any atc
> symbol) and use FPUTS to write Date and Value.
>
> Is that achievable, or am I asking too much?
>
> Thanks
>
> Graham
>
------------------------------------
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/
|