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Re: [amibroker] Backtesting reports



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Dear Frank,

Thank you for your suggestions.
As for suggestion 2:
> The second item I would like to see is for the selection of markets or
> groups within Amibroker by the user for any of the functions under
> Automatic Analysis. Right now you can only select the entire database or a
> single stock. If I am interested only in a small group of stocks,
> currently I have to go through the entire database to check results.

you CAN CURRENTLY narrow your back test to group of stocks.
Use "Filter" button in Automatic analysis to define your filtering criteria
based on group, sector, industry, watchlist, and market assignments.


Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com

----- Original Message ----- 
From: "Frank" <fesnay@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, July 23, 2001 11:20 PM
Subject: Re: [amibroker] Backtesting reports


> TJ,
> Congratulations on 6.4! The Backtesting summary reports are a great
> improvement.
> On my wish list for the future is a way of using the single stock summary
> report for each stock
> and have those available in an "Explore" type spreadsheet for all stocks
> being scanned. Not all of the individual paramaters would need be present
> - just the top 10 or 15 that you deem most important when trying to check
> which stocks perform the best under the system being tested. Sorting the
> spreadsheet would then direct our attention to the individual stock summary
> for a more detailed review. 
> The second item I would like to see is for the selection of markets or
> groups within Amibroker by the user for any of the functions under
> Automatic Analysis. Right now you can only select the entire database or a
> single stock. If I am interested only in a small group of stocks,
> currently I have to go through the entire database to check results.
> Thanks for your work!
> Frank
> 
> At 06:00 PM 7/21/01 +0200, you wrote:
> >Hello,
> >
> >I would like to ask you:
> >What additional back-testing statistics would you like to see in AmiBroker?
> >
> >Please give me your suggestions with the description.
> >
> >For version 3.64 already included are:
> >
> >- Annual system percentage profit
> >- Annual B&H percentage profit
> >
> >- Maximum drawback calculated from maximum equity value
> > to the minimum equity value 
> > (BTW: How to name this one? I have no idea)
> > (note this is different from current max. drawback calculation which
> > computes max. equity dip from the trade entry)
> >
> >- Bars out of market
> >
> >I have got already some of your earlier suggestions
> >but anyone has something more?
> >
> >Best regards,
> >Tomasz Janeczko
> >===============
> >AmiBroker - the comprehensive share manager.
> >http://www.amibroker.com
> >
> >
> >
> > 
> >
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> > 
> 
> 
> 
> 
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