All files updated. Bloopers, speeling, grammar, storyboard fixed etc. code error PositionSize = -1/3*100 changed to -100/3 notes added on effect of missing quotes on *Custom Indexes* and excluding 253 lists.
Comments on errors or suggestions welcome. BrianB2. --- In [email protected], "brian.z123" <[EMAIL PROTECTED]> wrote: > > 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" <brian.z123@> > 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 > > > > > > > > > >
