Thanks Bill ! ----- Original Message ----- From: wavemechanic To: [email protected] Sent: Friday, July 06, 2007 4:43 PM Subject: Re: [amibroker] Re: Linear / Logarithmic Equity Line
log x is negative for 0 < x < 1 log 1 = 0 log x is undefined for negative x Bill ----- Original Message ----- From: "Steve Dugas" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Friday, July 06, 2007 12:09 PM Subject: Re: [amibroker] Re: Linear / Logarithmic Equity Line > Thanks Fred, I think I will play with it a bit more and see if I can find > some sort of fix - I really like the simple "% return line" on the linear > charts! Fred, would you happen to know if logarithms will work OK for > numbers between 0 and 1? ( or GP or anyone? ) Thanks! > > Steve > > ----- Original Message ----- > From: "Fred" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Thursday, July 05, 2007 7:49 PM > Subject: [amibroker] Re: Linear / Logarithmic Equity Line > > >> It'll be simpler to start at either 1 or the value of Initial >> Equity ... >> >> You can always calc for any place along the Equity Curve what CAR or >> Total Return or any other performance metric are and put that info in >> the title. >> >> --- In [email protected], "gp_sydney" <[EMAIL PROTECTED]> >> wrote: >>> >>> Steve, >>> >>> You can't display zero or negative numbers on a log chart. >>> >>> I'd suggest you filter the equity array before displaying, setting >>> some minimum value for all values that are less than that. You might >>> need to use trial and error to pick a good minimum value that will >>> display the rest of your data in a useful fashion. You won't then be >>> able to see values below that minimum, but the rest of your data >>> should make more sense. >>> >>> GP >>> >>> >>> --- In [email protected], "Steve Dugas" <sjdugas@> wrote: >>> > >>> > Hi All, >>> > >>> > I wrote some code that plots an equity line with overlying >>> regression line. It will plot correctly on linear or semi-log chart. >>> Then I applied a little change so that the scale on the right starts >>> at zero and displays % return rather than actual account equity. The >>> line looks the same, only the scale is different. I like this >> better, >>> except that the line looks very strange when I switch to the >>> logaritmic chart. I *think* this is because the line starts at zero, >>> and may go negative at times, and logarithms do not seem to work so >>> well with these values. Just wondering if any math wizards out there >>> might know of a workaround to correct this kind of problem? Thanks >>> very much! >>> > >>> > Steve >>> > >>> >> >> >> >> >> 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 > > > > > > -- > No virus found in this incoming message. > Checked by AVG Free Edition. > Version: 7.5.476 / Virus Database: 269.9.14/885 - Release Date: 7/3/2007 10:02 AM > >
