[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Referencing the backtested portfolio equity in the buy formula



PureBytes Links

Trading Reference Links

For a portfolio backtest the only place is in the positionsizing as
that is only used during the portfolio backtest pass
If it is a single symbol backtest then you can use Equity().
If you need to determine trade entries or exits based on portfolio
equity value then you need to use the advanced backtest code to change
the trade values.

-- 
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com



2008/5/30 zozuzoza <zozuka@xxxxxxxxx>:
> Is there any way to reference the portfolio equity
> Foreign("~~~EQUITY", "C") in the buy formula itself?
>
> I guess that the portfolio equity is available after running the
> backtest so it cannot be referenced in the buy formula itself.
>
> I've checked the AddToComposite stuff but it is not clear how it can
> be done.
>
> Is there a simple solution for this? Thank you.
>
>
> ------------------------------------
>
> 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/