RE: [amibroker] Closed Trade Equity Curve

["David Smith" <david.smith5@xxxxxxxxxxxxxxx>]

Hi Keith,

 

So it’s not an easy answer then.   I do use the CBT for some custom reporting, I’ll have to have a look. 

 

 I guess I was hoping there someway to use the equity function and see the close trade equity curve plotted with the current open trade equity.  Perhaps this is an improvement to put in the suggestion box.  At the moment I copy the trade results from AA & put in a spreadsheet to view the closed equity curve.  What I would like to see reported by the AA is the closed trade drawdown to review the performance of the closed out trades as well as the open trade drawdown to see how it effects my account balance.

 

Thanks for the response…

 

Cheers, Dave

 

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Keith McCombs
Sent: Sunday, 23 September 2007 2:02 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Closed Trade Equity Curve

 

David --
Check out the Custom Backtester.  You can keep closed-trades separate from open ones with it.
-- Keith

David Smith wrote:

Hi, does anyone know if it possible to create a closed-trade equity curve.  We current have a day by day / bar by bar equity value which is indispensable as it shows the intraday drawdown during the trade, but also was trying to figure out how to show the closed trade only curve.  Is this currently possible at all?

 

Cheers, Dave

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