Hi, In the spirit of a picture is worth a thousand words...here is acouple of thousand words (two piccies) showing the problem I am having understanding what is going on. Ran the backtest...opened the charts and these are the two equity curves of the same backtest. The major difference is the cash curve (green) as you can see. Any ideas as to why this may be so?
Charts at this link. http://www.stator-afm.net/amibroker_1.html Cheers and thanks for any help offered. Michael --- In [email protected], "bakermrms" <[EMAIL PROTECTED]> wrote: > > Hi Dave > > Thanks for your help. Unfortunately that doesn't seem to be the issue > with these particular charts. I have two charts MRE and MDE. The > portfolio equity values are as follows > > MRE > Date 7.7.06 > Equity 400990.91 > Cash 61034.11 (cash chart plots this value appropriately wrt equity > chart) > > MDE > Date 10.7.06 (why this is three days later I am not sure as I thought > they should plot the same end of week dates??) > Equity 400990.91 (good so far) > Cash 400990.91 (and the cash chart plots this as full equity > height green bar) > > > I'd be grateful for any feedback to help me understand why the dates > would be different and why the values vary so much. I thought perhaps > teh date issue wa steh source of teh issue as perhaps all trades were > exited between 7.7.06 and 10.7.06 (can't understand that date issue) > but when I look at MRE on 14.7.06 in fact the numbers are > > MRE > Date 14.7.06 > Portfolio Equity 393482.47 > Cash 54487.22 > > MDE > Date 18.7.06 > Portfolio Equity 393482.47 > Cash 393482.47 > > So in fact it wasn't that all positions were exited between 7.7.06 > and 10.7.06. > > Any ideas? I wish I could post a couple of charts to show exactly > what I am seeing but I think the numbers show the issue. > > Thanks for any help offered. > > Cheers > > Shane > > > > > > > > > > > > > --- In [email protected], "David Smith" <david.smith5@> > wrote: > > > > Mike, I just checked the equity curve charts as you were saying and > I think > > the equity curve is always the same but it changes depending on the > > available dates for each stock code. If there isn't the same > amount of data > > the chart will zoom in hence it looks different. > > > > Dave > > >
