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For trading the equity curve, see below. I have not tried this but it is my understanding that you would use the Portfolio Equity special symbol instead of equity().
Portfolio Equity special symbol
After running portfolio-level backtest, AmiBroker writes the values of portfolio equity to special symbol "~~~EQUITY". This allows you to access portfolio-level equity of last backtest inside your formula. To do so, use Foreign function:
PortEquity = Foreign("~~~EQUITY", "C" );
This is exactly what for example built-in portfolio equity chart formula is doing.
--- In amibroker@xxxxxxxxxxxxxxx, "bean_pi314" <gkjw@xxx> wrote:
>
> Are you talking about a portfolio equity curve or the equity curve of an individual security? Unfortunately, I think equity() only works for individual securities, not portfolio equity. I have been looking into the same issue with respect to portfolio equity, but am stuck as well.
>
> -Greg
>
> --- In amibroker@xxxxxxxxxxxxxxx, Rick Osborn <ricko@> wrote:
> >
> > Check the IIF function in the Help files.
> >
> > The proper construct is
> > positionsize = IIF(equity() > ma(equity(), 20), -20, -10);
> >
> > Best Regards
> > Rick Osborn
> >
> >
> >
> >
> > ________________________________
> > From: Wolfgang Hader <faked@>
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Fri, November 6, 2009 3:49:41 PM
> > Subject: [amibroker] Trading equity-curve in Amibroker
> >
> >
> > Hi all,
> >
> > how can I code some like this in Amibroker
> > (I know the following code is wrong, but how can I do it correctly in
> > Amiboker)?
> >
> > iif(equity() > ma(equity(), 20), positionsize= -20, positionsize= -10);
> >
> > Thank you,
> > BR
> >
>
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