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[amibroker] Re: Backtester and ~~~EQUITY



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Ton,

By default, AddToComposite is only evaluated during a scan. If you want to have it executed during an exploration, backtest, portfolio backtest or within an indicator, you must pass the appropriate flag value.

If you want your composite to reflect ~~~Equity, then the example I gave earlier is the way to do it (i.e. calculate your composite at the same time that AmiBroker calculates ~~~Equity during portfolio backtest).

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "Ton Sieverding" <ton.sieverding@xxx> wrote:
>
> Mike just another question. Look to the underneath code :
> 
> // Create whatever EQUITY and plot the array ... 
> GetEquity   = Foreign("~~~EQUITY","C"); 
> Plot(GetEquity,"",colorBlue,styleLine|styleOwnScale); 
> 
> // Use the same array to create ~MyIndex 
> AddToComposite(GetEquity,"~MyIndex","C",3); 
> Buy=0; 
> Result=Foreign("~MyIndex","C"); 
> 
> // Why is Result not giving me the same graph as 
> // GetEquity ? 
> Plot(Result,"Result Comp",colorRed,styleLine); 
> 
> Any idea ?
> 
> Ton.
> 
>   ----- Original Message ----- 
>   From: Mike 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Tuesday, June 30, 2009 8:48 PM
>   Subject: [amibroker] Re: Backtester and ~~~EQUITY
> 
> 
> 
> 
> 
>   Try AddToComposite from custom backtester code. Add ~~~Equity to whatever symbol name you want.
> 
>   SetCustomBacktestProc("");
> 
>   if (Status("action") == ActionPortfolio) {
>   bo = GetBacktesterObject();
>   bo.Backtest();
>   AddToComposite(Foreign("~~~Equity", "C"), "~Equity123", "X", atcFlagDefaults | atcFlagEnableInPortfolio);
>   }
> 
>   Mike
> 
>   --- In amibroker@xxxxxxxxxxxxxxx, "amsiev" <ton.sieverding@> wrote:
>   >
>   > I want the Backtester to write the equity curve to a different file name. Let's say ~~~EQUITY0023. I know there is code in AFL to do that but cannot find it anymore. Can anybody help me please ?
>   > 
>   > Regards, Ton.
>   >
>




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