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ozzyapeman wrote:
> 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.
The difference is explained in the AB Manual: Reference guide ->
Analysis/Tools -> System test report window. See the table at the bottom
of that page.
Greetings,
Thomas
>
> --- 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 ****
> > > 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
>
>
>
------------------------------------
**** 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
*********************************
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