Final - Part 3 plus a .doc with all code used uploaded to CompareIndexToPortfolio Folder.
The 3 parts make up a GUI + simple code method to compare trade system equity curves and indexes. It is biased to daily timeframes and the EOD version of the software. Scrubbed up version should make it to the third party site eventually. BrianB2. --- In [email protected], "brian.z123" <[EMAIL PROTECTED]> wrote: > > 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" <brian.z123@> 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 > > > > > >
