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PureBytes Links
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Refer to "AmiBroker Custom Backtester Interface.pdf" in the Files
section of this group, posted by gp_sydney:
http://f1.grp.yahoofs.com/v1/4MUQScTOe79GNNV-
ZkLEVgZrQsvpi7UryW1IV34jAcr5MrdKVujCnYWixQTKH2jURoJKyDJobZlG0ZMwEvdBvx
nggD5xMLok/AmiBroker%20Custom%20Backtester%20Interface.pdf
You can monitor portfolio equity on a bar by bar basis in custom
backtester code. If equity falls below your threshold, iterate through
the list of open positions and close them out using the low level
custom backtester API:
http://www.amibroker.com/guide/a_custombacktest.html
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "zozuzoza" <zozuka@xxx> wrote:
>
> Thanks, the example works on single stock equity. I am looking for
> portfolio equity.
>
> To correct my question
> How could I code a stop loss based on portfolio equity? If the
> portfolio equity drops 5%, close the positions.
>
> Has anybody come accross this problem?
>
> Thank you.
>
> Best regards,
> zozu
>
> --- In amibroker@xxxxxxxxxxxxxxx, reinsley <reinsley@> wrote:
> >
> > Hi,
> >
> > Howard B gave an exemple in this topic :
> >
> > http://finance.groups.yahoo.com/group/amibroker/message/130567
> >
> > Best regards
> >
> > zozuzoza a écrit :
> > >
> > > How could I code a stop loss based on equity? If the equity
drops
> 5%,
> > > close the positions.
> > >
> > > Thanks a lot,
> > > zozu
> > >
> >
>
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