Re: [amibroker] Backtest - Portfolio Equity

["Ara Kaloustian" <ara1@xxxxxxxxxx>]

Ed, Thanks,

 

I got a bunch of things that require Custom Backtester ... so I better get stated on it ...

 

Ara

----- Original Message -----

From: Edward Pottasch

To: amibroker@xxxxxxxxxxxxxxx

Sent: Saturday, September 20, 2008 12:58 AM

Subject: Re: [amibroker] Backtest - Portfolio Equity

I think you need to do this on a custom backtest level, something like (see below).  You need to process the backtest per bar,  regards Ed

 

 

SetCustomBacktestProc("");

 

if( Status("action") == actionPortfolio ) { 
  
 bo = GetBacktesterObject();
 bo.PreProcess();

 

 for( bar = 0; bar < BarCount; bar++ ) {

 

  bo.ProcessTradeSignals( bar ); 

   // in here you need to do your calculations using

    bo.Equity; 

   
  }    
 

}

   bo.PostProcess();   
}

 

 

----- Original Message -----

From: Ara Kaloustian

To: AB-Main

Sent: Saturday, September 20, 2008 3:11 AM

Subject: [amibroker] Backtest - Portfolio Equity

Trying to use feedback from portfolio equity to control position size.

 

Portfolio level equity obtaines its value after backtest is complete. I tried to use add to composite to accumulate portfolio equity, but it gets reset with each new ewquity ... so value is same as individual equity.

 

How would one get portfolio equity before the end of backtest .... or am I missing something?

 

 

Ara

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