Thanks Brenton. It also appears that the Volume field contains the number of trades inititiated on a bar. For example if 3 different symbols in a portfolio each initiate a trade on the same bar (i.e. the same date and time bar for each symbol), then the Volume field for that bar index would have the value 3.
Regards, David --- In [email protected], Brenton Hill <bphill0...@...> wrote: > > 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" <bphill0105@> 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 >
