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Re: [amibroker] Re: Backtester and ~~~EQUITY



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Sorry Mike. You should of course run this code from within the AA and do a Scan before getting the composite. In the meantime I have found that both arrays are similar but that plotting them with a StyleOwnScale creates the problem. The Flag (1+2) is fine for the underneath mentioned example. Overwriting and 253. So it was a plotting problem ... Thanks again for the solution. BTW it would be nice if we could change the name of ~~~EQUITY in the AA. If was looking for something like AA.Equity("~myEQ") but that does not exist ...
 
Ton.
 
 
----- Original Message -----
From: Mike
Sent: Wednesday, July 01, 2009 6:19 PM
Subject: [amibroker] Re: Backtester and ~~~EQUITY

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@xxxxxxxxxps.com, "Ton Sieverding" <ton.sieverding@...> 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@xxxxxxxxxps.com
> 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@xxxxxxxxxps.com, "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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