|
PureBytes Links
Trading Reference Links
|
Hello,
AmiBroker supports a new variable "exclude" that allows
to exclude the stocks from back-testing.
In order to simulate the old behaviour it is enough to
write:
exclude = NOT ( buy OR sell );
Citation from manual (AFL Reference Manual):
"Exclude - If defined, a true (or 1) value of this variable excludes current symbol from scan/exploration/back test. They are also
not considered in buy and hold calculations. Useful when you want to narrow your analysis to certain set of symbols."
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
----- Original Message -----
From: <qqqqq_99999_qqqqq@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, September 10, 2001 6:31 PM
Subject: [amibroker] Abandoned Old Feature
> Hi,
>
> When I backtest on a portfolio of 3000 stocks and get trades on only
> 1500 stocks, Sytem Test Report shows "Return on account", "Buy&Hold
> profit" and "Buy&Hold return" on a portfolio of 3000 stocks, not
> 1500.
>
> Earlier versions (before 3.64beta) of AmiBroker used to report those
> stats on the screened stocks and I could divide "Total profit"
> by "Return on account" to get a number of screened stocks.
>
> I'm aware of the argument made by Jaco Jonker in message 2986 but I'm
> still interested in the stats.
>
> Is there an easy way to get those numbers on the screened stocks?
>
> sincerely,
>
>
>
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
|