Thanks again, Herman.
But isn't the 'equity()' function only for single security backtests?
I'm doing portfolio backtesting.
So...I'm still looking for a way to extract the equity curve data for
portfolio backtests.
ges
On 2/12/07, Herman <[EMAIL PROTECTED]> wrote:
simply write and explorations, i think someone suggested that early on.
Like so:
Buy=Cross( MACD(), Signal() );
Sell=Cross( Signal(), MACD() );
Filter=1;
E= Equity(1);
DT=DateTime();
AddColumn(E,"Eq");
Send this to the AA and run an Exploration. Click on the chart, copy and
paste to Excel.
best regards,
herman
Monday, February 12, 2007, 7:09:49 PM, you wrote:
>
Herman,
Thank you very much! What you describe would be helpful, but I'd still
like to be able to pull this equity curve data into Excel.
It will be easier for me to compare and, especially, to blend these curves
in Excel.
Let me ask it this way...
Isn't there some way to get the data values for these equity curves out of
AB? Surely there is. For that matter, it could be handy on occasion to get
the values for an indicator out of AB.
So...bottom line...isn't there some way to copy these data values out of
AB?
Thanks again...
ges
On 2/12/07, Herman <[EMAIL PROTECTED]> wrote:
OK, I don't quite know what you are doing.
However total portfolio equities are available as "~~~Equity" Tickers that
can be plotted using an indicator using Foreign("~~~Equity","C"). Equities
from other backtests can be saved adding a AddToComposite() to the code so
that they can be plotted in the same manner. I don't think you need to go
through the trouble of using excel, you may also run out of space there if
you have many bars.
Tomasz wrote some code
http://www.amibroker.com/kb/2006/03/11/how-to-create-copy-of-portfolio-equity/
<http://www.amibroker.com/kb/2006/03/11/how-to-create-copy-of-portfolio-equity/>
showing
you how to copy such equity files so that you collect them by name, data,
test number, or ParamStr() and plot them from indicators. If you name them
sequentially numbered you can use a small loop to overlay them in an
indicator chart.
SetCustomBacktestProc("");
if( Status("action") == actionPortfolio )
{
bo = GetBacktesterObject();
bo.Backtest();
AddToComposite( Foreign("~~~EQUITY","C"),
"~~~MY_EQUITY_COPY", "X",
atcFlagDeleteValues | atcFlagEnableInPortfolio );
}
best regards,
herman
Monday, February 12, 2007, 2:22:11 PM, you wrote:
>
Herman,
Thanks, but I'm afraid I don't follow you.
To clarify, what I'd like to do is take the equity curve data (primarily
total portfolio value) from portfolio backtests of multiple different
systems and then import that data Excel so I can plot those equity curves
together and compare them or blend the curves.
Does that make sense?
Thanks.
On 2/12/07, Herman <[EMAIL PROTECTED]> wrote:
Running your system from an indicator and plotting all equities
simultaneously on your chart is far easier.
best regards,
herman
Monday, February 12, 2007, 1:42:35 PM, you wrote:
>
Lester,
Thanks.
Now...what I'd really like to do, is get the daily values for the equity
graph out of AB and into Excel, so I can compare equity graphs between
different systems, or even combine them to see how the blended systems
equity graph would look.
I can run the backtests and export the cumulative profit to Excel and plot
the graph of the equity growth, but the data points won't necessarily line
up.
I would really like to be able to get the equity graph values out of AB
and into Excel and I have the notion that this should not be hard to do, but
I have yet to see how it can be done.
Any other ideas?
Thanks!
On 2/12/07, Lester Vanhoff <[EMAIL PROTECTED] > wrote:
Automatic Analysis - run your exploration - hit Export button - then
import the CSV file to Excel.
Lester
--- In [email protected] <amibroker%40yahoogroups.com>, "ges"
<[EMAIL PROTECTED]> wrote:
>
> I have a feeling this is a stupid question as I think it must be easy
> to do, but I can't figure it out...
>
> How can I copy the values for an indicator (or more to the point, the
> values for an equity graph) to Excel for further analysis?
>
> I want to get the numeric values out of AB and copy them over to the
> spreadsheet.
>
> Thanks,
>
> ges
>
