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Re: [amibroker] Re: Trading equity-curve in Amibroker



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Greg --
I believe you can use the portfolio equity curve this way.
1.  After running your initial portfolio test, find ~~~equity (it is in your data base in the '_' folder) and make a copy or rename it. 

2.  Then, using Foreign() you can treat it like any other stock.  Its 'Close' price is the total equity value (holdings plus cash), while the 'Open' price is cash only.

This would be a two step process.  However, perhaps you can make it into a single step one using either BATMAN and/or Custom Back Test.  Others on this forum would know much better than I.
-- Keith

-- Keith

bean_pi314 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@xxxxxxxxxps.com, Rick Osborn <ricko@xxx> 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@xxx>
> To: amibroker@xxxxxxxxxps.com
> 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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