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I have added a picture of my Amibroker settings in the Photos section
of this group, under the name "individual portfolio equity"
--- In amibroker@xxxxxxxxxxxxxxx, "Antonio" <daunbailoo@xxx> wrote:
>
> 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@> 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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