OK Dingo, you lost me on this. Maybe I am missing how I am supposed to use the equity but it gives me no returns percentages etc. Also, how do I set the same dates as the portfolio?
Thanks DM --- In [email protected], "dingo" <[EMAIL PROTECTED]> wrote: > > 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" <dingo@> 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 > > > > > > > > >
