|
PureBytes Links
Trading Reference Links
|
Hi - I think B&H is just a common benchmark that you can compare your system
to, if it can't beat B&H then its back to the drawing board, or some might
choose to just B&H over trading. It buys on the first bar in the test and
sells on the last bar in the test. You can right-click on the indicator and
select Edit to see TJ's code, you could also make a copy and tweak it if you
want.
Steve
----- Original Message -----
From: "ozzyapeman" <zoopfree@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, January 14, 2009 9:33 PM
Subject: [amibroker] Re: Getting Portfolio and Single Symbol Equity to match
> 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);
>>
>
>
>
> ------------------------------------
>
> **** IMPORTANT ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> *********************
> TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
> *********************
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> *********************************
> Yahoo! Groups Links
>
>
>
>
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
*********************
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
*********************************
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|