ozzyapeman wrote: > 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.
The difference is explained in the AB Manual: Reference guide -> Analysis/Tools -> System test report window. See the table at the bottom of that page. Greetings, Thomas > > --- 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 > > ------------------------------------ > > **** 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 > > >
