David I got this reply from Amibroker support.
The fields contain the following: CLOSE : Portfolio Equity LOW: Cash (remaining funds in the portfolio) OPEN: Long-only Equity HIGH: Short-only Equity All values refer to the CLOSING value of equity (at the end of the bar). Brenton dbwyatt_1999 wrote: > > > I'm also looking for the definitions of the ~~~EQUITY field values. I > think Brenton has the Close and Low fields correct. It's easy to see > that the Volume field is 1 for a trade on that bar and 0 for no trade. > I have not been able to figure out the Open and High field values. My > guess is that they are values used in calculating drawdown, but I > haven't figure out how. > > Does anyone know the definitions for the Open and High ~~~EQUITY fields? > > Thanks, > > David > > --- In [email protected] <mailto:amibroker%40yahoogroups.com>, > "bphill0105" <bphill0...@...> wrote: > > > > Hi > > > > What do the different fields in the ~~~EQUITY symbol represent? > > > > C = current equity > > L = cash > > O = ? > > H = ? > > V = ? > > > > Brenton > > > > > > > __________ Information from ESET NOD32 Antivirus, version of virus > signature database 4181 (20090623) __________ > > The message was checked by ESET NOD32 Antivirus. > > http://www.eset.com __________ Information from ESET NOD32 Antivirus, version of virus signature database 4181 (20090623) __________ The message was checked by ESET NOD32 Antivirus. http://www.eset.com
