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[amibroker] Computing and plotting historical portfolio metrics in CBT


  • Date: Sat, 21 Nov 2009 16:15:12 +0100
  • From: "Markus Witzler" <funnybiz@xxxxxx>
  • Subject: [amibroker] Computing and plotting historical portfolio metrics in CBT

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Hello,

I want to compute and plot my own equity (labeled my_equity).

In the code below (I skkipped the signal part with buy and sell signal), I wonder why my_equity

- is not being shown in backtester report

- can´t be plotted

- doesn´t show up in exploration

Why is that? If you reauire the rest of the code, please let me know

Thanks

Markus

- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -

...<snip >...

for (trade = bo.GetFirstOpenPos(); trade; trade = bo.GetNextOpenPos())

{

trade = bo.findopenpos (sig.symbol);

if (trade)

{

value_all_open_pos=value_all_open_pos + trade.GetPrice(i, "C") * trade.shares;

}

}

bo.HandleStops(i); // Process programmed stops or applystop at this bar

my_equity [i] = bo.cash + value_all_open_pos;

} // End of for loop over signals at this bar

bo.UpdateStats(i, 1); // Update MAE/MFE stats for bar

bo.UpdateStats(i, 2); // Update stats at bar's end

} // End of for loop over bars

bo.PostProcess(); // Do post-processing

AddToComposite(my_equity, "~~~my_equity","x", atcFlagEnableInPortfolio | atcFlagDefaults);

}

PlotForeign("~~~my_equity", "my_equity", colorRed, styleHistogram );



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