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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.
>
>
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