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Re: [amibroker] Re: Back tester



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Tomasz,

While Dima is asking about commodities it would be nice also to have point
and figure. Your old "to do" list had it at ver. 4.0. Hopefully sooner
pls. To be able to do P&F I can see is a big job. There is a shareware for
$27 called EZ-PnF. But its dos and cludgey. But it does give a
demonstration of what can be done. You may wish to see.

P


----- Original Message -----
From: <rasnitsyn@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, April 25, 2001 6:49 AM
Subject: [amibroker] Re: Back tester


> 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
> > > > > >
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