D Thanks.
Works for me for indexes. Couldn't be easier. BrianB2. --- In [email protected], "dingo" <[EMAIL PROTECTED]> wrote: > > Open a chart with your benchmark symbol. > > Click the button ! To open the AA window. > > In the AA window click the Edit button. > > In the AA window Click Current Symbol in the Apply To setting > > Click the From button in the Range frame. Then enter the from and to dates > you've been using. > > Make sure you have delay = 0 and "O" in the Trades tab of the settings. > > In the Edit Window click the New icon. > > Enter the following: > > Buy = 1; > Sell = 0; > > Click the ! Drop dropdown button in the edit window. Then select backtest. > > When finished you should have 1 line in the results list of the AA window. > The buy date should show the same date as the from date in the AA window. If > it doesn't then you don't have enuf history on your benchmark symbol. > > To see the results of buy and hold either use the line in the relults list > or click on the report button and read them. > > d > > > > -----Original Message----- > > From: [email protected] > > [mailto:[EMAIL PROTECTED] On Behalf Of dmcleod1981 > > Sent: Friday, February 16, 2007 8:19 PM > > To: [email protected] > > Subject: [amibroker] Re: Adding Buy & Hold Metric to backtest > > > > 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" <dingo@> 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 > > > > > > > > > > > > > > > > > > > > > > > > > > > > > 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 > > > > > > > > >
