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Hi,
Could you please send the formula and the single stock data
you are testing on - otherwise we would need to play
in guessing game.
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
----- Original Message -----
From: <qqqqq_99999_qqqqq@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, July 11, 2001 5:25 PM
Subject: [amibroker] Re: Exit value - Entry value = trade profit/loss?
> System Test Report shows Open position gain/loss 0.00.
>
> Any other possibilities?
>
> --- In amibroker@xxxx, jhellisjr@xxxx wrote:
> > It possible that you have an open trade, did you also look at the
> > report to check this? I don't believe any open trades will be
> > exported to the CSV file while they WILL be included in the System
> > Test Report.
> >
> > Tomasz, I would find it helpful if the Backtester Results Window
> > would display the Entry/Exit price along with the %Profit. Because
> > of the possibility of my own AFL code bugs, I like to visually
> check
> > several entry/exit values while developing the code to make sure
> the
> > buys and sells are where I want them. It's a bit of a nuisance to
> > have to export the results, bring up excel, and flip back and forth
> > comparing the graph with the buy/sell signals and the data in
> excel.
> >
> > I know this can be done with the Explore and have coded Exploration
> > to do this, by filtering only the sell exits for a long system, but
> > making sure that the duplicates are removed just like the
> backtester
> > removes them is sometimes tricky (even using exrem) depending on
> what
> > you're trying to code.
> >
> > Jim
> >
> > --- In amibroker@xxxx, qqqqq_99999_qqqqq@xxxx wrote:
> > > When exporting Auto-Analysis trade list to a CSV file, I'd assume
> > > (Exit value - Entry value) equals a trade profit.
> > >
> > > But the number is a little bit different from the number in a
> > System
> > > Test Report.
> > >
> > > Just to test, I created an Automatic Analysis that produced only
> > one
> > > trade with no commission.
> > >
> > > Entry price Entry value Exit value Exit value
> > > 147 10,000,000 165 11,224,500
> > >
> > > Exported CSV file shows a profit of 1,224,500 (11,224,500 -
> > > 10,000,00) while System Test Report shows Total net profit of
> > > 1224489.80.
> > >
> > > I'd think the System Test Report number is correct assuming
> > > non-interger number of shares can be traded.
> > >
> > > Am I missing something obvious?
>
>
>
>
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>
>
>
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