T.J.
Thanks, that makes a difference.
Best regards
Joe
----- Original Message -----
From: Tomasz
Janeczko
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, July 22, 2008 9:04 AM
Subject: Re: [amibroker] Benchmarking
Hello,
Correct, but SetForeign should be called with tradeprices
parameter set to True.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: Joe
Landry
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, July 22, 2008 3:40 PM
Subject: Re: [amibroker] Benchmarking
The equity function applied to the composite
might be useful as well, if you want an array to plot. Here's a clip
I use in an indicator chart.
JOE
// Dev the buy and hold equity for Long Fund.
SetForeign(fund2ticker);
Buy = 1;
Sell = 0;
bhldeq = Equity( 1,
3, startdatenum
, enddatenum );
bhldeq = bhldeq/1000;
RestorePriceArrays();
----- Original Message -----
From: Tomasz
Janeczko
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, July 22, 2008 8:16 AM
Subject: Re: [amibroker] Benchmarking
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 -----
From: andre.huwyler@xxxxxxxx
To: amibroker@xxxxxxxxxxxxxxx
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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