I have uploaded part_2 and _2b to the same folder (draft versions).
Part3 might follow in which I will try to connect the dots using
Tomasz's suggestion from the Knowledge base (should be the most
interesting part).
Later a combined PDF with bookmarks, and maybe some pretty textboxes,
will go up on the 3rd pary site for at least a couple of weeks.
AmiBroker website>knowledgebase
March 11, 2006
How to create copy of portfolio equity?
As you know Portfolio backtester creates special ticker "~~~EQUITY"
which holds portfolio-level equity of the system under test. Some may
find it useful to save this equity into another symbol after backtest
for future analysis and/or comparison. Good news is that it is
possible to do that automatically using custom backtester procedure
and AddToComposite function. The formula below shows how.
// YOUR TRADING SYSTEM HERE
SetCustomBacktestProc("");
if( Status("action") == actionPortfolio )
{
bo = GetBacktesterObject();
bo.Backtest();
AddToComposite( Foreign("~~~EQUITY","C"),
"~~~MY_EQUITY_COPY", "X",
atcFlagDeleteValues | atcFlagEnableInPortfolio );
}
BrianB2
Hope you all had a better day today than yesterday.
Unless of course you are a dancing bear.
--- In [email protected], "brian.z123" <[EMAIL PROTECTED]> wrote:
>
> Example files in the group files section based on Dingos example.
>
> CompareIndexToPortfolio Folder.
>
> I had to break the PDF to upload it.
> It is in draft form.
> It won't be up there for long.
>
> Part2 will come out later - it goes into some variations and
examples
> of plotting the equity curve as an overlay on indexes.
>
> Thanks to Dingo for the collaborative effort.
>
> BrianB2.
>
>
> --- In [email protected], "dmcleod1981" <dmcleod1981@>
wrote:
> >
> > 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
> >
>
