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[amibroker] Re: Equity function changing backtest/explorer results


  • Date: Sat, 06 Feb 2010 12:48:28 -0000
  • From: "Adrian" <adrian.mollenhorst@xxxxxxxxx>
  • Subject: [amibroker] Re: Equity function changing backtest/explorer results

PureBytes Links

Trading Reference Links

Or is there another way of obtaining the profit of a system on a weekly basis, without using the Equity function. My Explorer code is:

Filter = DayOfWeek() ==5 AND Day()>Ref(Day(),-1);
AddColumn(Equity(0)-30000,"Equity");



--- In amibroker@xxxxxxxxxxxxxxx, "Adrian" <adrianmollenhorst@xxx> wrote:
>
> When I run a backtest for my system (which uses the Scalin function) I get a different result depending on whether the "Equity(1)" function is enabled in my code. When I use "Equity(0)", the results are the same as when the function is not used. I have noticed by using "Equity(1)" that all the scalein trades have been removed, and the reflected results.
> 
> When I try to use the Explorer, the "Equity(0)" function produces the same results as the "Equity(1)" results - those of having not scaled in.
> 
> How can I get my explorer results to produce the same equity values as those in the backtest with ScaleIns?
> 
> Adrian
>




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