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Joined: 11/14/2007(UTC)
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Location: Melbourne, Australia
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G'day
As I was studying up on how to set up a realist backtest for my system, I came across the following "equity" formula:
equity:=Simulation.AccountCash+Simulation.AccountBorrowed+
Simulation.PortfolioValue+Simulation.AccountReserved;
(equity*.02)/(c*.02)
Can someone please tell me how and where the "Simulation.AccountCash" variable (as well as the other "Simulation.[censored]" variables) is set and how I can access it ? I can't seem to find any information on this in the MS documentation ?
Thanks in advance.
Blueboy65
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users
Joined: 10/28/2004(UTC)
Posts: 3,111
Location: Perth, Western Australia
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The MS Users Manual says: MS Bible wrote:Simulation Functions
These functions let you use values that occur in a system test simulation to determine rules for buying and selling. For example, if you want the simulation to place a Sell Order when the equity dips below 5,000, you could write:
if(Simulation.AccountCash < 5000,1,0)
Note that these functions only work in the Buy Order, Sell Order, Sell Short Order and Buy to Cover Order rules in the Enhanced System Tester Dialog. Also, the CurrentPosition simulation functions only work in the Sell Order and Buy to Cover rules.
For explanations of what each simulation represents, check the Show English Names box at the bottom of the Paste Functions dialog. Hope this helps. wabbit [:D]
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