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--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> As far as the confusion of the backtest
> reports, I must admit they confuse me in
> the same way as they pertain to trading
> multiple issues and how the numbers
> realte to total account size.
I too struggle with what some columns mean when testing more than
one stock. I assume that all the column have meaning when testing a
single stock or index. AB is a work in progress -- what a wonderful
work it is -- but it is still in process. I think these issue arise
because AB does not yet do portfolio level testing.
Until Tomasz has the time to add portfolio testing, we can do the
following.
1. Learn which columns have meaning and which do not when we test a
basket of stocks. Which columns have meaning changes depending on
whether on lets the profits compound.
2. Use AB to generate trades, but analyse those trades in Excel.
b
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