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David
I got this reply from Amibroker support.
The fields contain the following:
CLOSE : Portfolio Equity
LOW: Cash (remaining funds in the portfolio)
OPEN: Long-only Equity
HIGH: Short-only Equity
All values refer to the CLOSING value of equity (at the end of the bar).
Brenton
dbwyatt_1999 wrote:
>
>
> I'm also looking for the definitions of the ~~~EQUITY field values. I
> think Brenton has the Close and Low fields correct. It's easy to see
> that the Volume field is 1 for a trade on that bar and 0 for no trade.
> I have not been able to figure out the Open and High field values. My
> guess is that they are values used in calculating drawdown, but I
> haven't figure out how.
>
> Does anyone know the definitions for the Open and High ~~~EQUITY fields?
>
> Thanks,
>
> David
>
> --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>,
> "bphill0105" <bphill0105@xxx> wrote:
> >
> > Hi
> >
> > What do the different fields in the ~~~EQUITY symbol represent?
> >
> > C = current equity
> > L = cash
> > O = ?
> > H = ?
> > V = ?
> >
> > Brenton
> >
>
>
>
>
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