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[EquisMetaStock Group] Re: Portfolio Risk & Equity Curve



PureBytes Links

Trading Reference Links

Tradesim looks really good but the Enterprise version (with Monte
Carlo) is rather pricey for cheapos like me. 


--- In equismetastock@xxxxxxxxxxxxxxx, "Jose Silva" <josesilva22@xxxx>
wrote:
> Also take a good look at TradeSim, in my view the best backtesting 
> package for MetaStock.
> 
> http://www.compuvision.com.au
> 
> 
> jose  '-)
> http://metastocktools.com/Pegasus/Peg-Eqty.htm
> 
> 
> 
> 
> --- In equismetastock@xxxxxxxxxxxxxxx, "metastkuser" 
> <andysmith_999@xxxx> wrote:
> > Well, I'll just have to answer my own question! 
> > I found www.numasoft.com
> > Looks quite good.
> > 
> > 
> > --- In equismetastock@xxxxxxxxxxxxxxx, "metastkuser"
> > <andysmith_999@xxxx> wrote:
> > > Implementing this in Metastock is so far beyond me that I must
> > > confess, I wouldn't even know what page of the MS manual to start
> > > with. However, it's very important (to me) that I find a solution
> > > somehow...
> > > 
> > > 1) Let's say I have all the symbols corresponding to my open
> > > positions, long and short, in one folder. How do I get Metastock 
> to
> > > show me the total portfolio risk (i.e. heat) on an EOD basis? In 
> other
> > > words, MS should go through each open position, subtract my stop 
> price
> > > (which is a unique indicator in each symbol's layout) from the 
> closing
> > > price and multiply by the position size (also a unique indicator 
> on
> > > each chart), and then do a summation for all open positions.
> > > 
> > > 2) How do I display the equity curve for the portfolio along with 
> the
> > > risk curve I described above?
> > > 
> > > I asked my brokers. Since they know what my stops are for each
> > > position, as well as margin/cash balance, I thought they might be 
> able
> > > to help. None of them knew what an equity curve was.
> > > 
> > > (Please -- no replies with the words "excel spreadsheet" in 
> them :-)




 
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