hi Bruce,

actually the Equity() function question was a separate question.  I have not 
gone much further than AFL and I know a lot can be done using COM object so 
that's why I asked.

Yes I guess the real time charts and all calculations impact performance but I 
work in the 5 min timeframe. Usually get my trades. If you live in the middle 
of nowhere than trading on faster timeframes did not work out very well for me. 
The cool realtime charts I make have no impact on my trading.

Will contact you tomorrow via this group since I have not yet succeeded with my 
multi system combi backtest. WIll try a little more tomorrow.

regards, Ed  

trading 1 TF future, cool real time equity chart. Still would like to know how 
to plot such a chart using the new backtester (on multiple futures)





From: Bruce 
Sent: Tuesday, July 27, 2010 9:10 PM
To: [email protected] 
Subject: [amibroker] Running backtest in an indicator


  
Ed -

I hesitated posting this because your original question was related to just 
lack of scaling support in the Equity() function, AND what I'm about to descibe 
is, IMHO, a topic that is probably not for everyone. But let me explain, and 
pose a question or two, and then we'll decide if its worth it.

FIRST, let's define the problem. The Equity() function is, as Tomasz calls it, 
a "backtester in a box". IT HAS LIMITATIONS. You ran into one of them in 
scaling. There are a few others.

Some time ago I ran into the need to run a portfolio backtest based on info 
entered on a chart, and to plot the result. As you know, this can't be done 
directly from an indicator, and Tomasz has voiced concerts about doing lengthy 
calculations like this in an indicator that should execute quickly.

Sometimes, though, a need forces one to get creative. There are a couple of 
ways to do this, but the bottom line is this -

1. There is a way to do it.
2. It is probably best run on a mouse click but could also be done on a timed 
basis.
3. Running a portfolio backtest can impact real-time charting.
4. It is not practical to do it with tick, 1 second, 5 second, etc. charts.

SO, you have to REALLY want to do this. In my case, I needed the results of a 
watchlist portfolio backtest to chart on demand. If your use fits these 
constraints, then I'll post an article on how to do this on AmibrokerU.

-- Bruce



<<tf2.png>>

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