In my AA portfolio settings, I have all boxes unchecked. When running a backtest against a single symbol, shouldn't single symbol equity be identical to portfolio equity? When I plot both charts, the equity curves are off by $1-12 or so, fluctuating. While that difference is obviously not huge, it worries me that they are not absolutely identical, as larger differences could just as easily pop up.
Any idea why this might be? // ----------------------------------------------------------------------- // SIMPLE TRADING SYSTEM // ----------------------------------------------------------------------- fast = Optimize( "fast", 3, 5, 10, 1 ); slow = Optimize( "slow", 6, 10, 15, 1 ); Buy = Cross( MACD( fast, slow ), Signal( fast, slow ) ); Sell = Cross( Signal( fast, slow ), MACD( fast, slow ) ); Short = Sell; Cover = Buy; e = Equity(); Plot(e, "equity", colorGreen, styleLine|styleOwnScale);
