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Re: Back tester



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Hello Tomasz!

Let me add another two items here:
1) It would be great if you provide two more variables:
buyshares - number of shares/contracts to buy
sellshares - number of shares/contracts to sell

This will allow also backtesting of different piramiding / gradual 
exiting position strategis. I think this can be benefitial for both 
Stock and Commodity traders.

2) If you want to be realy nice to commodity traders, you can add 
also pointvalue (default is 1 for stocks) as the multiplier for the 
price in order to get the dollar equivalent of position. 

Thanks a lot,
Dima.



--- In amibroker@xxxx, "Tomasz Janeczko" <tj@xxxx> wrote:
> Dima - I am thinking on it :-)
> 
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com
> 
> ----- Original Message ----- 
> From: Dima Rasnitsyn 
> To: amibroker@xxxx 
> Sent: Sunday, April 22, 2001 7:18 PM
> Subject: [amibroker] Back tester
> 
> 
> Tomasz,
> 
> sorry - One more question: Will it be possible to specify fixed 
number of shares for all trades (or even better: have an AFL variable 
specifying the number of shares traded). The first will allow one to 
backtest a commodity trading system. The second one will allow 
testing of different money management strategies.
> 
> Thanks a lot,
> Dima.
> 
> -----Original Message-----
> From: Tomasz Janeczko [mailto:tj@x...]
> Sent: Sunday, April 22, 2001 2:44 AM
> To: amibroker@xxxx
> Subject: Re: [amibroker] Re: MetaStock Data Loading Problem
> 
> 
> Hi, 
> 
> Yes, it will.
> 
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com
> 
> ----- Original Message ----- 
> From: Dima Rasnitsyn 
> To: amibroker@xxxx 
> Sent: Sunday, April 22, 2001 3:48 AM
> Subject: RE: [amibroker] Re: MetaStock Data Loading Problem
> 
> 
> Hi Tomasz!
> 
> Will the new back tester allow to differentiate the signals 
closing the current positions from the signals opening a new position 
in the opposite direction? This will allow testing of the long and 
short trades in one shot...
> 
> Thank you,
> Dmitri
> 
> -----Original Message-----
> From: Tomasz Janeczko [mailto:tj@x...]
> Sent: Friday, April 20, 2001 1:54 PM
> To: amibroker@xxxx
> Subject: Re: [amibroker] Re: MetaStock Data Loading Problem
> 
> 
> Dear Stephane,
> 
> For sure back tester will be enhanced soon (within a month)
> to provide more control on buy/sell orders including
> exact order price.
> 
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com
> 
> 
> ----- Original Message ----- 
> From: "Stephane Carrasset" <nenapacwanfr@xxxx>
> To: <amibroker@xxxx>
> Sent: Friday, April 20, 2001 8:25 AM
> Subject: [amibroker] Re: MetaStock Data Loading Problem
> 
> 
> > Cher Tomazs
> > 
> > Now the import from MS file run perfect, I think I'll 
order your soft.
> > because the system tester on multiple stocks is a nice 
tool, BUT...
> > 
> > Do you see a possibility in buy and sell signal to 
implement a 
> > buystop or sellstop in release version, or it will be 
possible with 
> > an ADK ( amibroker developper KIT?? this summer)
> > best
> > 
> > steph
> > 
> > 
> > 
> > 
> > > Please try 3.54 beta 
(http://www.amibroker.com/bin/ab354beta.zip)
> > > It should resolve all Metastock-import related problems.
> > > 
> > > Best regards,
> > > Tomasz Janeczko
> > > ===============
> > > AmiBroker - the comprehensive share manager.
> > > http://www.amibroker.com
> > > 
> > > 
> > > ----- Original Message ----- 
> > > From: "Stephane Carrasset" <nenapacwanfr@xxxx>
> > > To: <amibroker@xxxx>
> > > Sent: Wednesday, April 18, 2001 2:55 PM
> > > Subject: [amibroker] Re: MetaStock Data Loading Problem
> > > 
> > > 
> > > > Tom,
> > > > 
> > > > I have had some difficulties with the import 
metastock database,( 
> > I 
> > > > have MS 7.03,
> > > > my data base has only 60 stocks, 
> > > > I can import all the stocks name
> > > > with no data 
> > > > oo only one stock with all data
> > > > Perhaps I have missed something
> > > > 
> > > > Steph
> > > > 
> > > > 
> > > > 
> > > > 
> > > > > This may happen if you try to import Metastock 
databases that 
> > > > contain more than 255 securities in one folder.
> > > > > AmiBroker currently reads only format used by 
version 6.5 that 
> > > > supported only 255 stocks per folder.
> > > > > 
> > > > > Best regards,
> > > > > Tomasz Janeczko
> > > > > ===============
> > > > > AmiBroker - the comprehensive share manager.
> > > > > http://www.amibroker.com
> > > > > 
> > > > > ----- Original Message ----- 
> > > > > From: wavemechanic 
> > > > > To: AmiBroker 
> > > > > Sent: Sunday, April 08, 2001 8:02 PM
> > > > > Subject: [amibroker] MetaStock Data Loading 
Problem
> > > > > 
> > > > > 
> > > > > Although loading MetaStock data appears to be 
very simple, I 
> > have 
> > > > run into problems. 
> > > > > 
> > > > > I use the MetaStock Import function, specify 
where the files 
> > are 
> > > > and click Import. All of the symbols are imported, 
but only some 
> > of 
> > > > the symbols have data associated with them. The 
MetaStock files 
> > all 
> > > > have data and are successfully accessed by other 
programs. A 
> > screen 
> > > > shot of the Market Review screen shows what I am 
trying to 
> > describe.
> > > > > 
> > > > > Does anyone have a clue as to what is going on?
> > > > > 
> > > > > Thanks.
> > > > > 
> > > > > Bill
> > > > > 
> > > > > Yahoo! Groups Sponsor 
> > > > > 
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> Your use of Yahoo! Groups is subject to the Yahoo! Terms of 
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> 
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of 
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> 
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> Your use of Yahoo! Groups is subject to the Yahoo! Terms of 
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