[amibroker] Help - Unrealistic Results

[Stewart <stewart@xxxxxxxxxxxxxxxx>]

Hi All,
 
I was experimenting with a system, similiar to 
the one below. I'm getting very unrealistic results, and I can't figure out 
why.
I don't believe the system is forward looking, does 
anyone else have an idea?

Thanks,
Stewart
System:
Buy = C > <FONT color=#0000ff 
size=1>Ref(C,-<FONT color=#ff00ff 
size=1>1) ;
Sell= C < Ref<FONT 
size=1>(C,-1) 
;
Short= C < Ref<FONT 
size=1>(C,-1) 
;
Cover = C > Ref<FONT 
size=1>(C,-1);
ApplyStop(<FONT 
color=#0000ff size=1>Optimize( <FONT color=#ff00ff 
size=1>"Type", <FONT color=#ff00ff 
size=1>1, 0<FONT 
size=1>, 3, <FONT 
color=#ff00ff size=1>1 ),<FONT color=#0000ff 
size=1>Optimize( <FONT color=#ff00ff 
size=1>"Mode", <FONT color=#ff00ff 
size=1>1,0<FONT 
size=1>, 1, <FONT 
color=#ff00ff size=1>1 ) ,<FONT color=#0000ff 
size=1>Optimize( <FONT color=#ff00ff 
size=1>"Amount", <FONT color=#ff00ff 
size=1>0, 0<FONT 
size=1>, 3, <FONT 
color=#ff00ff size=1>1 ),<FONT color=#ff00ff 
size=1>1,1<FONT 
size=1>);
Equity(1<FONT 
size=1>);
 
The system settings 
are:


  
  
    Settings
  
     
  
    Initial Equity:
    10000
    
    Periodicity/Positions: 
    Daily/Long Short
  
    Commissions:
    0.01 per share
    
    Annual interest rate:
    5.00%
  
    Range:
    99 days
    
    Apply to:
    Filter
  
    Include Filter
     
    
    Exclude Filter
     
  
    Market
    -
    
    Market
    -
  
    Group
    -
    
    Group
    Indicies
  
    Sector
    -
    
    Sector
    -
  
    Industry
    -
    
    Industry
    -
  
    Watch list
    Main Universe
    
    Watch list
    -
  
    Index
    -
    
    Index
    Yes
  
    Favourite
    -
    
    Favourite
    -
  
    Margin requirement:
    75
    
    Futures mode:
    No
  
    Def. round lot size:
    1
    
    Def. Tick Size
    1
  
    Drawdowns based on:
    Close prices
    
     
     
  
    Long trades
  
    Buy price:
    Open
    
    Sell price: 
    Close
  
    Buy delay:
    1
    
    Sell delay: 
    0
  
    Short trades
  
    Short price:
    Open
    
    Cover price: 
    Close
  
    Short delay:
    1
    
    Cover delay: 
    0
  
    Stops
  
    Maximum loss:
    disabled
    
    Profit target: 
    disabled
  
    Value:
    15.00
    
    Value: 
    0.00
  
    Exit at stop?
    yes
    
    Exit at stop? 
    no
  
     
  
    Trailing stop:
    disabled
    
      
     
  
    Value:
    10.00
    
      
     
  
    Exit at stop?
    yes
    
     
<FONT face=Arial 
size=2> 






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.