Hello Mike, I though of anything but THAT>G<.
Many thanks Markus ----- Original Message ----- From: Mike To: [email protected] Sent: Wednesday, January 06, 2010 2:44 AM Subject: [amibroker] Re: Trade.marginloan in custom backtester Margin is stored as a *negative* value. If you want to reduce your total, then add (not subtract) the margin to the total. Mike --- In [email protected], "Markus Witzler" <funny...@...> wrote: > > Sorry, > > I meant this: > > < snip> > for (trade = bo.GetFirstOpenPos(); trade; trade = bo.GetNextOpenPos()) > > > { > > value_all_open_pos=value_all_open_pos + trade.GetPrice(i, "C") * trade.shares - trade.marginloan; // I use margin in my system > > } > > > my_equity [i] = value_all_open_pos + bo.cash; > > value_all_open_pos=0; // resetting to zero for next run - necessary? > > bo.UpdateStats(i, 1); > > bo.UpdateStats(i, 2); > > } // End of for loop over bars > > bo.PostProcess(); > > AddToComposite(my_equity, "~~~My_Equity","x", 1+2+8+16+32+64+128); > > } > > > ----- Original Message ----- > From: Markus Witzler > To: [email protected] > Sent: Tuesday, January 05, 2010 11:56 PM > Subject: [amibroker] Trade.marginloan in custom backtester > > > > > Hello, > > does anybody know if trade.marginloan also works for open positions? > > I want to use it like this > > < snip> > for (trade = bo.GetFirstOpenPos(); trade; trade = bo.GetNextOpenPos()) > > > { > > value_all_open_pos=value_all_open_pos + trade.GetPrice(i, "C") * trade.shares; > > } > > > my_equity [i] = value_all_open_pos + bo.cash - trade.marginloan; // I use margin in my system > > value_all_open_pos=0; // resetting to zero for next run - necessary? > > bo.UpdateStats(i, 1); > > bo.UpdateStats(i, 2); > > } // End of for loop over bars > > bo.PostProcess(); > > AddToComposite(my_equity, "~~~My_Equity","x", 1+2+8+16+32+64+128); > > } > > For some reason, my_equity is higher if I use " minus trade.marginloan" (see above) than if I skip it. This is awkward... > > Thanks > > Markus > > > > > __________ Information from ESET Smart Security, version of virus signature database 4668 (20091207) __________ > > The message was checked by ESET Smart Security. > > http://www.eset.com > __________ Information from ESET Smart Security, version of virus signature database 4668 (20091207) __________ The message was checked by ESET Smart Security. http://www.eset.com
