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Hi Walter,
I used a very simple solution to the problem:
1)I have a database of the sp500 stocks plus sp500 index itself (the
sp500 is my benchmark);
2)made 10 sheets available in Amibroker;
3)Make a backtest;
4) in the last sheet, in the "automatic analysis" window put both
portfolio equity and individual equity from the drop down menu;
5)position myself on the sp500 index;
6) run the backtest in portfolio mode,
As a result I have in the upper pane the individual equity line in
which there is a buy and hold blue line of sp500 index along a red
filled area of the trading that would have occured on the sp500 with
my "positionsize".
I don't consider the red filled area because it's sensless to trade a
single position on the sp500 with only 5% of equity.
I the other pane I have the portfolio equity line, with all the
usefull features that Thomaz included with Amibroker.
Bye
Antonio
--- In amibroker@xxxxxxxxxxxxxxx, "Walter Lepore"
<electricwally77@xxx> wrote:
>
> Hi Members
>
> Can anyone please tell me if the "Buy and Hold" results in the Old
> Backtester (v4.4)will be made available in the "Individual Backtest
> and Portfolio Backtest. It's nice If I can see all results in one
report.
>
> Perhaps there is already a way I can view this but I'm still llearning
> the interface.
>
> Thank you for your patience
>
> Walter
>
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