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RE: [amibroker] Back Test and Optmization results inpoints and not percents?



PureBytes Links

Trading Reference Links

Ah!

So all I need to do is take the formula I have been using that produces
%'s and add the line " PositionSize = BuyPrice;" and then the back test
report will show the "Total net profit:" in points?  That's what looks
it looks like on my first attempt.

Thanks for the very quick response on this Tomasz!!

d

-----Original Message-----
From: Tomasz Janeczko [mailto:amibroker@xxxxxx] 
Sent: Wednesday, March 12, 2003 4:14 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Back Test and Optmization results inpoints and
not percents?

Dale,

There is a typo in the guide, it should say:
PositionSize = MarginDeposit = 1;

also

Trading futures involves margin.

If you want to trade single STOCK you should write:

PositionSize = BuyPrice;

and do not turn on Futures mode.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "dingo" <dingo@xxxxxxxxxx>
To: "_amibroker_yahoo" <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, March 12, 2003 9:58 PM
Subject: [amibroker] Back Test and Optmization results inpoints and not
percents?


> In the help file page: "Tutorial: Back-testing systems for futures
> contracts" it says 
> 
> " Simple cases
> 
> Points-only test
> 
> Points only test is equivalent to trading just one contract. This can
be
> easily accomplished using Futures mode of the backtester and adding
the
> following one line to your formula:
> 
> PositionSize = MarginRequirement = 1; "
> 
> But when I do this my results are 0 and there must be some settings
> other than the aforementioned Futures Mode that are set wrong.  I'm
not
> trading futures - just a stock. But I want the results expressed in
> Points and not percentages.
> 
> How can I do that?
> 
> TIA
> 
> d
> 
> 
> 
> 
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 

Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/