|
PureBytes Links
Trading Reference Links
|
Thanks Brenton. It also appears that the Volume field contains the number of trades inititiated on a bar. For example if 3 different symbols in a portfolio each initiate a trade on the same bar (i.e. the same date and time bar for each symbol), then the Volume field for that bar index would have the value 3.
Regards,
David
--- In amibroker@xxxxxxxxxxxxxxx, Brenton Hill <bphill0105@xxx> wrote:
>
> 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@> wrote:
> > >
> > > Hi
> > >
> > > What do the different fields in the ~~~EQUITY symbol represent?
> > >
> > > C = current equity
> > > L = cash
> > > O = ?
> > > H = ?
> > > V = ?
> > >
> > > Brenton
> > >
> >
> >
> >
> >
> > __________ Information from ESET NOD32 Antivirus, version of virus
> > signature database 4181 (20090623) __________
> >
> > The message was checked by ESET NOD32 Antivirus.
> >
> > http://www.eset.com
>
>
>
> __________ Information from ESET NOD32 Antivirus, version of virus signature database 4181 (20090623) __________
>
> The message was checked by ESET NOD32 Antivirus.
>
> http://www.eset.com
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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/
|