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Amibroker: Problem simulating a portfolio of strategies

Discussion in 'Software and Data' started by dari08ab, Jul 7, 2013.

  1. dari08ab


    Likes Received:
    Feb 26, 2013
    Dear All,

    I am trying to simulate a portfolio of strategies in Amibroker. I have 4
    strategies, which I run and then save their EQUITY curves by using the following code at the end of each script

    if( Status("action") == actionPortfolio )
    bo = GetBacktesterObject();
    AddToComposite( bo.EquityArray,
    "~~~MY_EQUITY_COPY", "X",
    atcFlagDeleteValues | atcFlagEnableInPortfolio );

    I then add the 4 new tickers (from the ~~~EQUITY) to a new watch list and then I run a simple
    buy-hold strategy script on them. The script I use is the following one:

    SetOption( "CommissionMode", 2 );
    SetOption( "CommissionAmount", 3 );
    SetOption( "InitialEquity", 200000 );
    SetPositionSize( 25, spsPercentOfEquity );
    MaxPos = 4;
    SetOption( "MaxOpenPositions", MaxPos );
    SetOption( "MinShares", 1 );
    SetOption( "MinPosValue", 1 );
    SetOption( "accountmargin", 100 );
    SetOption( "ReverseSignalForcesExit", False );
    SetOption( "UsePrevBarEquityForPosSizing", False );
    SetOption( "PortfolioReportMode", 2 ); //0 = tradelist, 2= summary
    SetTradeDelays( 0, 0, 0, 0 );
    Short = Cover = 0;
    Buy = Status( "firstbarintest" );
    Sell = Status( "lastbarintest" );
    Buy = True; Sell= False;

    My problem is that the script does not execute any buy with the new tickers created from the ~~~EQUITY. But I
    have tested it extensively with other "real" tickers (like AAPL etc...) and it works perfectly. I
    cannot understand why it does not work for the tickers I created from the EQUITY

    Any suggestions?


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