Re: [amibroker] Trading at Close in Custom BackTester

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Hello,

The Backtester object has Equity property that you can read. It is up-to-date
equity value. 

This shows how:
http://www.amibroker.com/kb/2006/03/06/re-balancing-open-positions/
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "david.weilmuenster" <dweilmuenster95125@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, November 09, 2007 7:40 PM
Subject: [amibroker] Trading at Close in Custom BackTester


> When modelling a system that trades at the Close in Custom BackTester, 
> how can one determine the Equity to use when sizing new positions as a 
> % of Equity?
> 
> When not using Custom BackTest and trading at the Close, I use:
> 
>  SetOption("UsePrevBarEquityForPosSizing",False); 
> 
> 
> So, I'm trying to find how to determine Equity in Custom BackTester 
> that will give the same results.
> 
> 
> Thanks,
> 
> David
> San Jose, CA
> 
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to 
> SUPPORT {at} amibroker.com
> 
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
> Yahoo! Groups Links
> 
> 
> 
> 
>


Please note that this group is for discussion between users only.

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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
http://www.amibroker.com/support.html
 
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