|
PureBytes Links
Trading Reference Links
|
Hello,
Technically it is not read-only (i.e. writing is allowed) but note that
equity will be overwritten every bar with calculated value equal to
(CASH + MARKET VALUE OF OPEN POSITIONS).
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "markhoff" <markhoff@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, May 01, 2008 5:52 PM
Subject: [amibroker] Re: CBI: bo.InitialEquity to set value not working?
>
> Hi Tomasz,
>
> I also tried to set the equity by using bo.Equity, but also this did
> not work (I tried both before and after bo.PreProcess). The manual
> says that Equity property is read-only.
>
> Best regards,
> Markus
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>>
>> Hello,
>>
>> Initial Equity is used to INITIALIZE equity at the start of the
> backtest,
>> nothing more. So even if you write to it, it has no effect because
>> Equity is already initialized when you call GetBacktesterObject.
>>
>> If you want to affect the equity (including equity at the start of
> backtest)
>> use Equity property instead.
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "markhoff" <markhoff@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Thursday, May 01, 2008 2:36 PM
>> Subject: [amibroker] CBI: bo.InitialEquity to set value not working?
>>
>>
>> > Hi,
>> >
>> > I wonder if the CBI property bo.InitialEquity cannot be used to set
>> > the initial equity. At least for me it does not work and I must use
>> > the SetOption("InitialEquity", ...) command, although the
>> > documentation does not say that the bo.InitialEquity is read-only.
>> >
>> > Please see the code below:
>> >
>> > --- cut ---
>> >
>> > defaultPosSize = 1000;
>> >
>> > InitialEquity = 123456;
>> >
>> > Buy = Sell = Short = Cover = 0;
>> >
>> > SetOption("UseCustomBacktestProc", True);
>> >
>> > //SetOption("InitialEquity", InitialEquity);
>> >
>> > SetCustomBacktestProc("");
>> >
>> > // the trading rules
>> > TwentyBarHHV = Ref(HHV(High, 20), -1);
>> > Buy = High > TwentyBarHHV;
>> > Sell = Ref(Buy, -10);
>> > // cleanup excessive signals
>> > Buy = ExRem( Buy, Sell );
>> > Sell = ExRem( Sell, Buy );
>> >
>> > if( Status("action") == actionPortfolio )
>> > {
>> > bo = GetBacktesterObject();
>> >
>> > _TRACE("# bo.InitialEquity (default) = " + bo.InitialEquity);
>> > _TRACE("# bo.Equity (default) = " + bo.Equity);
>> >
>> > bo.InitialEquity = InitialEquity;
>> >
>> > _TRACE("# bo.InitialEquity (updated) = " + bo.InitialEquity);
>> > _TRACE("# bo.Equity (updated) = " + bo.Equity);
>> >
>> > bo.PreProcess();
>> >
>> > _TRACE("# bo.InitialEquity (after bo.PreProcess) = " +
> bo.InitialEquity);
>> > _TRACE("# bo.Equity (after bo.PreProcess) = " + bo.Equity);
>> >
>> > for( bar = 0; bar < BarCount; bar++ )
>> > {
>> > for( sig = bo.GetFirstSignal( bar ); sig; sig = bo.GetNextSignal(
>> > bar ) )
>> > {
>> > // cash and equity are only correct if SetOption() is used to set
>> > InitialEquity
>> > _TRACE("# " + sig.Symbol + " : Cash = " + bo.Cash);
>> > _TRACE("# " + sig.Symbol + " : Equity = " + bo.Equity);
>> >
>> > if(sig.IsEntry())
>> > {
>> > sig.PosSize = defaultPosSize ;
>> > }
>> > }
>> > bo.ProcessTradeSignals( bar );
>> > }
>> > bo.PostProcess();
>> > }
>> >
>> > --- cut ---
>> >
>> > Do you have any idea why bo.InitialEquity cannot be used to write
> a value?
>> >
>> > Thanks in advance and best regards,
>> > Markus
>> >
>> >
>> >
>> > ------------------------------------
>> >
>> > 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
>
>
>
------------------------------------
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/
|