Hello,
Two steps:
1. Create a benchmark (index) symbol using AddToComposite. Check "Introduction
to ATC" doc for instructions.
2. Run benchmark buy and hold backtest using:
Buy = Status("firstbarintest");
Sell = Status("lastbarintest");
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: [EMAIL PROTECTED]
To: [email protected]
Sent: Tuesday, July 22, 2008 1:26 PM
Subject: [amibroker] Benchmarking
Dear All,
I am trying to test an active asset allocation strategy versus a passive
benchmark. This benchmark would be static and include various asset classes
(e.g. 40% equities, 40% bonds, 10 % commodities, etc.).
Is it possbile to create such a benchmark in Amibroker? I saw in the archives
a discussion back in 2006, where Tomasz was thinking about implementing
something down these lines. Has such a function been added meanwhile? Or is
there a work around to this?
Any input highly appreciated
Best regards,
André
************************ DISCLAIMER ************************
This message is intended only for use by the person
to whom it is addressed. It may contain information
that is privileged and confidential. Its content does
not constitute a formal commitment by Lombard
Odier Darier Hentsch Group and any of its affiliates.
If you are not the intended recipient of this message,
kindly notify the sender immediately and destroy this
message. Thank You.
*****************************************************************
