Closed on 03/13/09. See final comments below.
I would really like a #series defined as #CurrentPortfolioValue(offset) to use in portfolio and simulation rule expressions everywhere that #Bench is available.

Although some interesting results can be obtained using the #Bench series, I think that a basis of my actual portfolio / simulation status is possibly a better basis. Why use a #Bench as a proxy of the Port performance when the actual Port performance can be used?

But I have no way to automate such rules to find out. I have used many technical and fundamental automated screeners on the web, but have never found one that offered this capability, nor have I ever been able to influence anyone to consider it. Is that because of resource useage? Add it, and if becomes successful, i.e. high usage, charge a premium for the capability if resources is the issue.
Results: Total score: 11 , # of Votes: 3 , Average: 3.7
a
 
8 (2)
b
 
3 (1)
c
d
Scores are calculated as (importance) × (# of votes), where importance ranges from 1 to 4.
Final Comments
This is now available. See the #Equity option for the series parameter in Close(), SMA,EMA,WMA.
Requested by: garryp
On date: 03/11/08
Category: Simulation

1 comment