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In case any other newbies out there are interested, this can be done
using the custom backtester ( see below code). I am not yet sure if
this code has any bad side effects, but running it as is produces
the expected staircase like equity curve ( with interest set to 0)
James
SetOption("UseCustomBacktestProc", True );
SetCustomBacktestProc("");
Y = DayOfYear() - Ref(DayOfYear(), -1);
if( Status("action")== actionPortfolio )
{
bo = GetBacktesterObject();
bo.PreProcess();
for( bar = 0; bar < BarCount; bar++ )
{
bo.ProcessTradeSignals( bar );
if ( Y[bar] < 0)
{
bo.Cash = bo.Cash + 4000;}
}
bo.PostProcess();
}
Buy = 0;
Sell = 0;
--- In amibroker@xxxxxxxxxxxxxxx, "jamesfarrow2003"
<jamesfarrow2003@xxx> wrote:
>
> While I am still trying to train myself on some of the
fundamentals of
> trading, I am trying to just play around with the S/W to learn
that at
> the same time.
>
> I am not sure if AmiBroker has this capability...What I am trying
to
> do right now is to code something that will simulate periodic
addition
> of capital. For instance, if I wanted to create a system for an
IRA,
> I would like to determine the effect that adding capital each year
> makes to the equity curve. Another thing I could get from this is
> after how many years does adding capital cease to have a
significant
> impact on the equity.
>
> All of the above would be useful for my own information, but I
would
> also like to creat some charts that I could use to train my kids
when
> they are a little older on the power of investing early in life.
>
> One the interst setting topic, I have been readin a book by Van
Tharp
> and he indicated a prefernce of setting interest to 0 while back-
> testing. It seems to me that if you want to realistically compare
> your system to another result ( say buy and hold, or another
system),
> you would need to model the interest you believe your capital will
> earn when not in the market. I am curious how other people handle
> this issue, and their reasoning behiund it.
>
> Thanks for any input
>
------------------------------------
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