Thanks Steve. Forgot that I could just look at the code off the indicator! I understand the buy and hold thing now.
Still trying to figure out the difference between the portfolio and single equity for a single symbol. I've noticed some differences over $200. --- In [email protected], "Steve Dugas" <sjdu...@...> wrote: > > Hi - I think B&H is just a common benchmark that you can compare your system > to, if it can't beat B&H then its back to the drawing board, or some might > choose to just B&H over trading. It buys on the first bar in the test and > sells on the last bar in the test. You can right-click on the indicator and > select Edit to see TJ's code, you could also make a copy and tweak it if you > want. > > Steve > > ----- Original Message ----- > From: "ozzyapeman" <zoopf...@...> > To: <[email protected]> > Sent: Wednesday, January 14, 2009 9:33 PM > Subject: [amibroker] Re: Getting Portfolio and Single Symbol Equity to match > > > > Another question, this one on the individual equity plot one gets by > > choosing that from the equity button drop down. I never actually > > bothered plotting this before, always just went off of raw numbers in > > the report. > > > > But what exactly is the "Buy & Hold" plot? The reference manual makes > > several reference to Buy & Hold strategy but I could not find anywhere > > where it was actually defined. > > > > If, for example, I backtest from 1/1/2006 to 1/1/2007, my equity curve > > fluctuates from $100,000 to an end result of $99,142 (testing on Forex > > EURUSD). During that same period, the Buy & Hold plot goes from > > $100,000 to $643,426! Ok. I want summa that! > > > > When is it buying, and for how long is it holding? Where is this > > strategy defined, and what is the purpose of plotting it relative the > > trading system equity curve? > > > > > > --- In [email protected], "ozzyapeman" <zoopfree@> wrote: > >> > >> 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); > >> > > > > > > > > ------------------------------------ > > > > **** IMPORTANT **** > > This group is for the discussion between users only. > > This is *NOT* technical support channel. > > > > ********************* > > TO GET TECHNICAL 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 > > > > > > > > >
