[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] Re: Backtesting



PureBytes Links

Trading Reference Links




Dale, 
I meant to reply to Tony/Diane. He/they seemed confused as to which signal 
AB was taking
 Jayson 
<FONT face=Tahoma 
size=2>-----Original Message-----From: dingo 
[mailto:dingo@xxxxxxxxxx]Sent: Thursday, April 17, 2003 12:37 
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker] 
Re: Backtesting
Isn't 
that what I said?  If I didn't I meant to..
<FONT color=#0000ff face=Arial 
size=2> 
<FONT color=#0000ff face=Arial 
size=2>d

  
  <FONT 
  face=Tahoma size=2>-----Original Message-----From: Jayson 
  [mailto:jcasavant@xxxxxxxxxxxx] Sent: Thursday, April 17, 2003 
  12:08 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: 
  [amibroker] Re: Backtesting
  <SPAN 
  class=768130516-17042003>d,
  AB 
  does not deem one more important than the other, it only looks at the FIRST 
  signal then ignores additional signals until the exit signal has 
  occurred
   Jayson 
  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Tony/Dianne 
  [mailto:awenos@xxxxxxxxx]Sent: Thursday, April 17, 2003 12:00 
  PMTo: Amibroker GroupSubject: [amibroker] Re: 
  Backtesting
  
  <FONT face=Arial 
  size=2>dingo,
   
   Thank you for your prompt 
  reply.
   
  I feared that was the case from reading 
  the documentation.  It appears that some buy signals
  are deemed more important than 
  others.  I guess I must trust that, over the long haul, the 
  reported trades will adequately represent 
  the missing ones also.  I don't have to like it; but,
  I'll deal with it.
   
  Regards,
   
  Tony
  <FONT color=#0000ff face=Arial 
  size=2> 
  No 
  you won't see that. It only takes one position and while in that position 
  ignores any successive entry signal until it exits that 
  position.
  <FONT color=#0000ff face=Arial 
  size=2> 
  <FONT color=#0000ff face=Arial 
  size=2>d
  
    
    <FONT 
    face=Tahoma size=2>-----Original Message-----From: Tony/Dianne 
    [mailto:awenos@xxxxxxxxx] Sent: Thursday, April 17, 2003 11:11 
    AMTo: Amibroker GroupSubject: [amibroker] 
    Backtesting
    Hello,
     
    I have a question on the backtest function.
     
    Suppose we are testing stock XXX.
    Our trading rules are:
            Buy = 
    condition1
            Sell = 
    condition2
     
    On 10/1/02, XXX meets condition1, establishing 
    Position A
    On 11/1/02, XXX meets condition1, establishing 
    Position B
    On 12/1/02, XXX meets condition2, at the price of 
    P.
     
    On 12/1/02, are two trades, A & B, shown on 
    the backtest report, both
    closed out at price P?
     
    In a number of tests, I have yet to see this 
    occur.
     
    Regards,
     
    TonySend 
  BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
  suggest@xxxxxxxxxxxxx-----------------------------------------Post 
  AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A 
  href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check 
  group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  Your use of Yahoo! Groups is subject to the <A 
  href="">Yahoo! Terms of Service. 
  Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
  suggest@xxxxxxxxxxxxx-----------------------------------------Post 
  AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A 
  href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check 
  group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  Your use of Yahoo! Groups is subject to the <A 
  href="">Yahoo! Terms of Service. 
Send 
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
suggest@xxxxxxxxxxxxx-----------------------------------------Post 
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A 
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check 
group FAQ at: <A 
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
Your use of Yahoo! Groups is subject to the <A 
href="">Yahoo! Terms of Service. 







Yahoo! Groups Sponsor


  ADVERTISEMENT









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 the Yahoo! Terms of Service.