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What results are you getting, what market/stocks, what are
your trade settings, what time frame for the backtest
<font size=3 color=teal
face="Times New Roman">Cheers,
Graham
<font size=2
color="#339966" face="Times New Roman"><font
color="#339966">http://groups.msn.com/ASXShareTrading
<font size=2
color="#339966" face="Times New Roman"><font
color="#339966">http://groups.msn.com/FMSAustralia
<span
>-----Original Message-----
From: Stewart
[mailto:stewart@xxxxxxxxxxxxxxxx]
Sent: Saturday, 19 April 2003 5:20
PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Help -
Unrealistic Results
<font size=3
face="Times New Roman">
<span
>Hi All,
<font size=2
face="Times New Roman">
<span
>I was experimenting with a
system, similiar to the one below. I'm getting very unrealistic results, and I
can't figure out why.
<span
>I don't believe the system is
forward looking, does anyone else have an idea?
Thanks,
Stewart
System:
<span
>Buy<span
> = C > <font
color=blue>Ref(<span
>C,-<span
>1) ;
<span
>Sell<span
>= C < <font
color=blue>Ref(<span
>C,-<span
>1) ;
<span
>Short<span
>= C < <font
color=blue>Ref(<span
>C,-<span
>1) ;
<span
>Cover<span
> = C > <font
color=blue>Ref(<span
>C,-<span
>1);
<span
>ApplyStop<span
>(Optimize(
"Type",
1, <font
color=fuchsia>0, <span
>3, <span
>1 ),<span
>Optimize( <span
>"Mode", <span
>1,<span
>0, <span
>1, <span
>1 ) ,<span
>Optimize( <span
>"Amount", <span
>0, <span
>0, <span
>3, <span
>1 ),<span
>1,<span
>1);
<span
>Equity<span
>(1);
<span
>
The system settings are:
<table class=MsoNormalTable border=0 cellpadding=0 width="100%"
>
<font size=2
face="Times New Roman">Settings
<font size=2
face="Times New Roman">
<font size=2
face="Times New Roman">Initial
Equity:
<span
>10000
<span
>
<font size=2
face="Times New Roman">Periodicity/Positions:
<span
>Daily/Long Short
<font size=2
face="Times New Roman">Commissions:
<span
>0.01 per share
<span
>
<font size=2
face="Times New Roman">Annual
interest rate:
<span
>5.00%
<font size=2
face="Times New Roman">Range:
<span
>99 days
<span
>
<font size=2
face="Times New Roman">Apply
to:
<span
>Filter
<font size=2
face="Times New Roman">Include
Filter
<span
>
<span
>
<font size=2
face="Times New Roman">Exclude
Filter
<span
>
<font size=2
face="Times New Roman">Market
<span
>-
<span
>
<font size=2
face="Times New Roman">Market
<span
>-
<font size=2
face="Times New Roman">Group
<span
>-
<span
>
<font size=2
face="Times New Roman">Group
<span
>Indicies
<font size=2
face="Times New Roman">Sector
<span
>-
<span
>
<font size=2
face="Times New Roman">Sector
<span
>-
<font size=2
face="Times New Roman">Industry
<span
>-
<span
>
<font size=2
face="Times New Roman">Industry
<span
>-
<font size=2
face="Times New Roman">Watch
list
<span
>Main Universe
<span
>
<font size=2
face="Times New Roman">Watch
list
<span
>-
<font size=2
face="Times New Roman">Index
<span
>-
<span
>
<font size=2
face="Times New Roman">Index
<span
>Yes
<font size=2
face="Times New Roman">Favourite
<span
>-
<span
>
<font size=2
face="Times New Roman">Favourite
<span
>-
<font size=2
face="Times New Roman">Margin
requirement:
<span
>75
<span
>
<font size=2
face="Times New Roman">Futures
mode:
<span
>No
<font size=2
face="Times New Roman">Def.
round lot size:
<span
>1
<span
>
<font size=2
face="Times New Roman">Def.
Tick Size
<span
>1
<font size=2
face="Times New Roman">Drawdowns
based on:
<span
>Close prices
<span
>
<font size=2
face="Times New Roman">
<span
>
<font size=2
face="Times New Roman">Long
trades
<font size=2
face="Times New Roman">Buy
price:
<span
>Open
<span
>
<font size=2
face="Times New Roman">Sell
price:
<span
>Close
<font size=2
face="Times New Roman">Buy
delay:
<span
>1
<span
>
<font size=2
face="Times New Roman">Sell
delay:
<span
>0
<font size=2
face="Times New Roman">Short
trades
<font size=2
face="Times New Roman">Short
price:
<span
>Open
<span
>
<font size=2
face="Times New Roman">Cover
price:
<span
>Close
<font size=2
face="Times New Roman">Short
delay:
<span
>1
<span
>
<font size=2
face="Times New Roman">Cover
delay:
<span
>0
<font size=2
face="Times New Roman">Stops
<font size=2
face="Times New Roman">Maximum
loss:
<span
>disabled
<span
>
<font size=2
face="Times New Roman">Profit
target:
<span
>disabled
<font size=2
face="Times New Roman">Value:
<span
>15.00
<span
>
<font size=2
face="Times New Roman">Value:
<span
>0.00
<font size=2
face="Times New Roman">Exit
at stop?
<span
>yes
<span
>
<font size=2
face="Times New Roman">Exit
at stop?
<span
>no
<span
>
<font size=2
face="Times New Roman">Trailing
stop:
<span
>disabled
<span
>
<font size=2
face="Times New Roman">
<span
>
<font size=2
face="Times New Roman">Value:
<span
>10.00
<span
>
<font size=2
face="Times New Roman">
<span
>
<font size=2
face="Times New Roman">Exit
at stop?
<span
>yes
<span
>
<font size=2
face="Times New Roman">
<span
>
<span
>
<font size=2
face="Times New Roman">
<font size=2
face="Courier New">Send BUG REPORTS to
bugs@xxxxxxxxxxxxx<span
>
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
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