Hello, Close - System portfolio equity Low - portfolio cash Open - Long-only equity High - Short-only equity
~~~EQUITY *is* detailed equity on bar-by-bar basis. If you want to have it in tabular format you can use Exploration on ~~~EQUITY ticker or export to a file. http://www.amibroker.com/kb/2006/03/04/how-to-export-quotations-from-amibroker-to-csv-file/ Max. drawdowns, as well as MAE/MFE reported in AmiBroker include movement inside bar (H-L range) (even when testing on EOD data), so they may be a little higher that you would observe on closing values of equity. Best regards, Tomasz Janeczko amibroker.com On 2010-07-28 15:32, dubi1974 wrote: > Hi, > > maybe this question was already answered, but I couldn't find. > 1. If I used plotting, calculating etc. of ~~~EQUITY, I always used the CLOSE > (like PortEquity = Foreign("~~~EQUITY", "C" );). But which information/data > is saved in Open, High, Low? I couldn't find out what this values are for. > > 2. The drawdown as I understood is calculated from one Equity Close Price to > the other. But what is happening in EOD data during the day. The low could be > lower than the close. So the drawdown could be even higher during the day. Is > there a possibility to get this information and also on a portfolio basis? > > > Is there in Amibroker something like the Tradestation "Detailed Equity > Curve": While equity curve line and equity curve area graphs are on a trade > by trade basis the detailed equity graphs is on a bar-by-bar basis. > > Thanks and regards, dubi. > > > > ------------------------------------ > > **** IMPORTANT PLEASE READ **** > This group is for the discussion between users only. > This is *NOT* technical support channel. > > TO GET TECHNICAL SUPPORT send an e-mail directly to > SUPPORT {at} amibroker.com > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > http://www.amibroker.com/feedback/ > (submissions sent via other channels won't be considered) > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > Yahoo! Groups Links > > > >
