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Hello,
Two steps:
1. Create a benchmark (index) symbol using
AddToComposite. Check "Introduction to ATC" doc for instructions.
2. Run benchmark buy and hold backtest using:
Buy = Status("firstbarintest");
Sell = Status("lastbarintest");
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Tuesday, July 22, 2008 1:26
PM
Subject: [amibroker] Benchmarking
Dear All,
I am trying to test an active asset allocation strategy
versus a passive benchmark. This benchmark would be static and include various
asset classes (e.g. 40% equities, 40% bonds, 10 % commodities, etc.).
Is it possbile to create such a benchmark
in Amibroker? I saw in the archives a discussion back in 2006, where Tomasz
was thinking about implementing something down these lines. Has such a
function been added meanwhile? Or is there a work around to this?
Any input highly appreciated
Best regards,
André
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