[amibroker] Equity withdraws

["dbwyatt_1999" <dbw451@xxxxxxxxxxxxx>]

I would like to evaluate the performance effect of various hedge fund fees in portfolio system back-tests.  There are usually two fees involved; a management fee and a performance fee.  The management fee is a percentage of current equity (e.g. 2%) charged annually.  The performance fee is a percentage of monthly or quarterly positive change in Equity (i.e. profit) charged on a monthly or quarterly basis.  From a back-testing perspective, the fees would need to be deducted during the back-test because my system trade quantities are calculated based on a percentage of current Equity.

Is there a way fee deductions or Equity withdraws can be done in back-testing?  I've reviewed the custom back-tester documents and have searched for information or examples but haven't come up anything.

Any ideas or direction would be greatly appreciated.

Thanks,

David



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