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Thanks Steve. Forgot that I could just look at the code off the indicator!
I understand the buy and hold thing now.
Still trying to figure out the difference between the portfolio and
single equity for a single symbol. I've noticed some differences over
$200.
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxx> wrote:
>
> 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@xxx>
> 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@> 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 ****
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> >
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> > TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail
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> >
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> >
> > *********************************
> > 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
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*********************
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
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