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PureBytes Links
Trading Reference Links
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apologies - reference message #127592 if you are interested (it will
take a bit to get your head around because you will have to follow
the references to my comments in other threads where we have
discussed the same topic).
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> ozzyapeman,
>
> > It was easy.
>
> As Mike says, there might be some alligators in that swamp and it
might
> not turn out to be so easy or straightforward afterall.
>
> There is another possibility that I have discussed before but I
only
> have it at the theoretical stage.
>
> In the topic "Inline Backtester" I posted some code that plots the
> trade series (as GrowthFactor) and the equity curve for a single
stock.
>
> Note - it only allows one trade to be entered at a time and it is
> independent of Money Management (it compounds equity starting with
the
> intial equity). IMO this is the preferable 'settings' for what you
want
> to do but that comes down to individual choice.
>
> It is also independent from the equity() function so it isn't
necessary
> to stick to the backtester reserved variables e.g. you could test
more
> than one system at a time using several buy/sell rules.
>
> I am not certain about it but I think you could:
>
> step1 - use buy1, sell 1 and produce the long trade series/equity
curve
> for symbol "A'
> step 2 - use Foreign with sell2,buy2 and produce the short trade
> series/equity curve for symbol 'B'
> step 3 - multiply arrayA trade series * arrayB trade series to get
the
> combined (portfolio) trade series/equity curve
>
> Then you could plot the three curves as an indicator.
>
> (symbol A and symbol B could be a non-correlated pair).
>
> You could also calculate other metrics (equity curve or others)
from
> those arrays.
>
> brian_z
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@> wrote:
> >
> > Hey Mike, thanks again. Your link pointed me to the right
direction.
> > It was easy. If anyone is as crazy as me to bother with hedges,
just
> > use this:
> >
> > // signal-based backtest, redundant (raw) signals are NOT removed,
> > // MULTIPLE positions per symbol will be open if BUY/SHORT signal
is
> > //"true" for more than one bar and there are free funds
> > // Sell/Cover exit all open positions on given symbol, Scale-
In/Out
> > work on all open positions of given symbol at once.
> >
> > SetBacktestMode( backtestRegularRawMulti );
> >
>
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