Hello Tomasz, thanks for the quick reply. I already exported the equity curve but did not understand the low. But thanks for the explanation.
Regarding "so they may be a little higher that you would observe on closing values of equity": But everyone can remember May, 6 and 7 2010. That day some stocks crashed and came sharply back during the day. So the max. system drawdown from Close to Close was not so bad. So if I have a system where I do not want to have more than -10% system drawdown, this day would seem to be fine, but as the drawdown was much higher during the day the system could have been failing... and I would not see this event neither on the equity curve nor the system drawdown. Would there be the possibility please to add also this equity curve to Amibroker, as this could be critical to any system. Or is there an other way to get this equity curve. I could suggest it in the Feedback Center, if this would be fine for you. Thanks, dubi --- In amibroker@yahoogroups.com, Tomasz Janeczko <gro...@...> wrote: > > 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 > > > > > > > > >
