Then just set Buy = 1; and let the Apply to = Current Symbol and have your benchmark symbol in the chart. That's buy and hold.
d > -----Original Message----- > From: [email protected] > [mailto:[EMAIL PROTECTED] On Behalf Of dmcleod1981 > Sent: Friday, February 16, 2007 6:18 PM > To: [email protected] > Subject: [amibroker] Re: Adding Buy & Hold Metric to backtest > > Dingo, > > I want to measure the total value of the portfolio relative to a > benchmark so I don't need to measure the position by position hold > times or returns. Therefore capital allocation doesn't come into > consideration. If your going to take the trading, security selection, > drawdowns, taxes, etc you might as well see how you did versus no > brain work of indexing and regular systematic market risk. :) > > I would have thought this would have been covered in the archives but > I can't seem to find any samples or discussion with code examples. > > DM > > --- In [email protected], "dingo" <[EMAIL PROTECTED]> wrote: > > > > If you're testing a portfolio of stocks - some of which > trade at certain > > times and are replaced by others - how do you buy and hold them > since you > > only have a certain amount of captial? > > > > d > > > > > -----Original Message----- > > > From: [email protected] > > > [mailto:[EMAIL PROTECTED] On Behalf Of dmcleod1981 > > > Sent: Friday, February 16, 2007 11:31 AM > > > To: [email protected] > > > Subject: [amibroker] Adding Buy & Hold Metric to backtest > > > > > > I may be using the wrong key words when I am searching but I > > > can't find > > > any previous samples that show how to add the buy and hold return > > > during the back test period. If someone has any snippets or can > > > reference a post number I would be greatful. > > > > > > Thanks > > > DM > > > > > > > > > > > > Please note that this group is for discussion between users only. > > > > > > To get support from AmiBroker please send an e-mail directly to > > > SUPPORT {at} amibroker.com > > > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > > http://www.amibroker.com/devlog/ > > > > > > For other support material please check also: > > > http://www.amibroker.com/support.html > > > > > > Yahoo! Groups Links > > > > > > > > > > > > > > > > > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > >
