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Ken,
It is good idea to code such things INTO your formula,
so you don't need to worry about settings change.
SetOption("InitialEquity", 50000 );
More fields are available:
http://www.amibroker.com/f?setoption
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Ken Close" <ken45140@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, March 27, 2007 9:59 PM
Subject: RE: [amibroker] Followup Problem -- Re: Equity() Command
> TJ:
>
> Folks like me hate to make dumb mistakes and so of course I read and re-read
> the help file, your message, and even searched the msgs. In spite of that,
> dumb still arrives.
>
> **of course** I tried the AA backtest(all types), but naturally a "small"
> detail got me....too little equity. I guess I was tripped up because the
> thing had worked the day before but perhaps trading a lower priced symbol
> where the lower equity still allowed trades.
>
> Thanks for the greater detail in your help reply...."disallow trades
> comment"....which had me check the initial equity.
>
> Ken
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
> Of Tomasz Janeczko
> Sent: Tuesday, March 27, 2007 12:38 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Followup Problem -- Re: Equity() Command
>
> Ken,
>
> Please re-read what I wrote before:
> "Equity without any parameters uses LAST BACKTEST settings".
>
> This means ALL backtest settings, not only range.
> If your AA settings are such that they disallow trades (for example "allow
> pos size shrinking" turned off and pos size too large comparing to available
> equity) - Equity won't generate trades as well.
>
> Please keep in mind that Equity() function was provided to allow to plot
> Equity chart AFTER RUNNING backtest.
> Therefore it must use AA settings. Otherwise results would be inconsistent
> with backtest.
>
> So please go to AA and check the settings. Or better yet
> - run your code in the BACKTESTER (I mean AA).
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Ken Close" <ken45140@xxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, March 27, 2007 6:06 PM
> Subject: [amibroker] Followup Problem -- Re: Equity() Command
>
>
>> Amazing but true....the simple code I posted earlier in this thread
>> no longer works. I have not made any changes that I can remember
>> (other than turning off computer and restarting this morning). This
>> most simple code will not produce any equity results, either by using
>> the Equity() command or by switching to the AA window and running a
>> Backtest. Oh, yes, I tried the parameters suggested by the Help
>> files (Equity(0,0), but then set it back to Equity().
>>
>> The test code could not be more simple. The Buy and Sell arrays have
>> signals (arrows plot fine), but no trades are made. I have checked
>> Parameters (there are none); Settings (they have not changed and
>> other backtests perform fine); I have rebooted the computer twice (I
>> am not sure how to "flush the cache" as TJ instructions frequently,
>> but would guess that rebooting would do so).
>>
>> Nothing I have tried can produce trades in this simple code.
>>
>> Anyone have a suggestion?
>>
>> Ken
>>
>> This happens once or twice in a year and is totally frustrating and
>> makes you want to give up trying to program...but then the solution
>> is pointed out, and on you go....please help.
>>
>> Code reproduced again so you dont have to scroll:
>>
>> SetChartOptions(chartShowDates,2);
>> E5 = EMA(C,5);
>> E45 = EMA(C,45);
>>
>> Buy = Cross(E5,E45);
>> Sell = Cross(E45,E5);
>> PlotShapes(Buy*shapeUpArrow,colorGreen);
>> PlotShapes(Sell*shapeDownArrow,colorRed);
>> Eq = Equity();
>>
>> Plot(Eq,"Equity",colorBlue,styleLine);
>>
>>
>>
>> =================================================
>>
>> --- In amibroker@xxxxxxxxxxxxxxx, Ken Close <ken45140@xxx> wrote:
>>>
>>> Many thanks TJ and Keith. I just missed the range parameter....:(
>>>
>>> Ken
>>>
>>> _____
>>>
>>> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
>> On Behalf
>>> Of Tomasz Janeczko
>>> Sent: Monday, March 26, 2007 5:09 PM
>>> To: amibroker@xxxxxxxxxxxxxxx
>>> Subject: Re: [amibroker] Equity() Command
>>>
>>>
>>> Ken,
>>>
>>> Equity without any parameters uses LAST BACKTEST settings
>> (including the
>>> range),
>>> so if his settings are for example 1 last bar - then the backtest
>> will be
>>> performed on last one bar only.
>>>
>>> Instruct your friend to adjust settings in AA window (and run
>> backtest).
>>>
>>> Alternativelly provide PARAMETERS to Equity() to override analysis
>> range.
>>> http://www.amibroker.com/f?equity
>>>
>>> And no, you don't need to run backtest everyday.
>>>
>>> Best regards,
>>> Tomasz Janeczko
>>> amibroker.com
>>>
>>> ----- Original Message -----
>>> From: Ken Close <mailto:ken45140@...>
>>> To: amibroker@xxxxxxxxxxxxxxx
>>> Sent: Monday, March 26, 2007 8:45 PM
>>> Subject: [amibroker] Equity() Command
>>>
>>> I understood the Equity() command to act as a builtin Backtest.
>>>
>>> Accoringly, I create the following simple code to create and plot
>> the
>>> Equity.
>>>
>>> E5 = EMA(C,5);
>>>
>>> E45 = EMA(C,45);
>>>
>>>
>>>
>>> Buy = Cross(E5,E45);
>>>
>>> Sell = Cross(E45,E5);
>>>
>>> PlotShapes(Buy*shapeUpArrow,colorGreen);
>>>
>>> PlotShapes(Sell*shapeDownArrow,colorRed);
>>>
>>> Eq = Equity();
>>>
>>>
>>>
>>> Plot(Eq,"Equity",colorBlue,styleLine);
>>>
>>>
>>> I loaded this into the Indicator Bulder, and applied it and got my
>> Equity
>>> plot. No other steps required.
>>>
>>> I shared the code with a friend. He did the same thing, applied
>> it, and got
>>> an {Empty} array and no plot.
>>> He loaded the code into the AA window, clicked Backtest, and the
>> plot of
>>> Equity appeared.
>>>
>>> Question: why did the same code act differently? Next, will it be
>>> necessary to run the backtest every day to update the Equity curve?
>>>
>>> Insights and suggestions will be appreciated.
>>>
>>> Thanks,
>>>
>>> Ken
>>>
>>
>>
>>
>>
>> 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.
>
> 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.
>
> 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.
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
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