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Another question, this one on the individual equity plot one gets by
choosing that from the equity button drop down. I never actually
bothered plotting this before, always just went off of raw numbers in
the report.
But what exactly is the "Buy & Hold" plot? The reference manual makes
several reference to Buy & Hold strategy but I could not find anywhere
where it was actually defined.
If, for example, I backtest from 1/1/2006 to 1/1/2007, my equity curve
fluctuates from $100,000 to an end result of $99,142 (testing on Forex
EURUSD). During that same period, the Buy & Hold plot goes from
$100,000 to $643,426! Ok. I want summa that!
When is it buying, and for how long is it holding? Where is this
strategy defined, and what is the purpose of plotting it relative the
trading system equity curve?
--- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@xxx> wrote:
>
> In my AA portfolio settings, I have all boxes unchecked. When running a
> backtest against a single symbol, shouldn't single symbol equity be
> identical to portfolio equity? When I plot both charts, the equity
> curves are off by $1-12 or so, fluctuating. While that difference is
> obviously not huge, it worries me that they are not absolutely
> identical, as larger differences could just as easily pop up.
>
> Any idea why this might be?
>
>
>
> //
> -----------------------------------------------------------------------
> // SIMPLE TRADING SYSTEM
> //
> -----------------------------------------------------------------------
>
> fast = Optimize( "fast", 3, 5, 10, 1 );
> slow = Optimize( "slow", 6, 10, 15, 1 );
>
> Buy = Cross( MACD( fast, slow ), Signal( fast, slow ) );
> Sell = Cross( Signal( fast, slow ), MACD( fast, slow ) );
>
> Short = Sell;
> Cover = Buy;
>
> e = Equity();
> Plot(e, "equity", colorGreen, styleLine|styleOwnScale);
>
------------------------------------
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