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Steve,
I observe the same effect.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Steve Dugas
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, April 12, 2003 9:19
PM
Subject: Re: [amibroker] System Testing
& Evaluation Portfolios was Trailing Stops ?
Hi Dingo/All,
Recently I have been getting strange characters in e-mail
sent by Dingo (no one else). Please see the example below. From the context,
it usually seems to show up in place of an apostrophe. Also, a couple of
times, I got a message that I need to download Japanese character set to read
Dingo's mail. Any idea why Dingo? Anyone else? Thanks very much!
Steve
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
dingo
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, April 12, 2003 1:21
PM
Subject: RE: [amibroker] System Testing
& Evaluation Portfolios was Trailing Stops ?
<SPAN
>You
are correct and this is an acknowledged problem (at least I think its been
ack$B!G(Bd). Tomasz has mentioned that he will be introducing
portfolio testing in the not too distant future. To do this correctly
now you have to have some other method of handling the portfolio.
I$B!G(Bm currently working on such and will be using Amibroker to generate
the position entry and exit signals via the exportation of an Exploration(s)
via automation. The program will then read the CSV$B!G(Bs and make the
decisions on what to trade and how much to allocate to
each.
<SPAN
>
<SPAN
>Portfolio
management can be a large and complicated project unto itself as witnessed
by some of the extensive threads that have occurred here in the past and it
is the next logical and equally important step in formula evaluation.
<SPAN
>
<SPAN
>d
<SPAN
>
<SPAN
>-----Original
Message-----From: Fred
Tonetti [mailto:ftonetti@xxxxxxxxxxxxx] <SPAN
>Sent: Saturday, April 12, 2003 12:51
PMTo:
amibroker@xxxxxxxxxxxxxxx<SPAN
>Subject: [amibroker] System Testing
& Evaluation Portfolios was Trailing Stops ?
<FONT face="Times New Roman"
size=3>
<SPAN
>Steve,
<SPAN
>None of my arguments/discussion
points were meant to be an attack so PLEASE don't take them that way ...
Regardless of what any particular system returns or doesn't I would want to
see results in the way I have stated that I prefer for exactly the reasons I
have stated.
<SPAN
>All / Any,
<SPAN
>On another front in response to
and a question for those who do <SPAN
>baskets of stocks/portfolio
trading the attached picture represents the issue that I noticed the other
day which is that it appears that AB does NOT limit the total
percentage <SPAN
>of capital
invested <SPAN
>to 100% <FONT
face=Arial size=2>when the
possibility of <SPAN
>simultaneous
trades <SPAN
>is in play.
<SPAN
>Notice in the attached picture
that <FONT
face=Arial size=2><SPAN
>InitialEquity<FONT
face=Arial size=2> is set
to 10000 and that
<SPAN
>PositionSize<FONT
face=Arial size=2> is set
to 2500 but that in the first trades that AB opens up it allows 10 positions
to be opened at 2500 each for a total of<SPAN
> <SPAN
>25000
<SPAN
>even with<SPAN
> <SPAN
>AllowPositionSizeShrinking<FONT
face=Arial size=2>
checked <SPAN
>!!! Did I miss something
here ? If not I would think this issue would be of paramount
importance to those <SPAN
>testing/trading
baskets/portfolios of stocks.
<SPAN
><<...>>
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