T.J. Thanks, that makes a difference. Best regards Joe
----- Original Message ----- From: Tomasz Janeczko To: [email protected] Sent: Tuesday, July 22, 2008 9:04 AM Subject: Re: [amibroker] Benchmarking Hello, Correct, but SetForeign should be called with tradeprices parameter set to True. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: Joe Landry To: [email protected] Sent: Tuesday, July 22, 2008 3:40 PM Subject: Re: [amibroker] Benchmarking The equity function applied to the composite might be useful as well, if you want an array to plot. Here's a clip I use in an indicator chart. JOE // Dev the buy and hold equity for Long Fund. SetForeign(fund2ticker); Buy = 1; Sell = 0; bhldeq = Equity( 1, 3, startdatenum , enddatenum ); bhldeq = bhldeq/1000; RestorePriceArrays(); ----- Original Message ----- From: Tomasz Janeczko To: [email protected] Sent: Tuesday, July 22, 2008 8:16 AM Subject: Re: [amibroker] Benchmarking 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. *****************************************************************
