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[amibroker] Re: Help - Unrealistic Results



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Not to me, not unrealistic, cos most systems lose a
a lot and so does what u have coded. 

For unrelaistic means an outrageously high profit, which is
typical of forward looking codes.


nand


--- In amibroker@xxxxxxxxxxxxxxx, Stewart <stewart@xxxx> wrote:
> this doesn't look unrealistic?
> 
> 
> ----- Original Message -----
> From: "nkis22" <nkishor@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, April 19, 2003 4:31 PM
> Subject: [amibroker] Re: Help - Unrealistic Results
> 
> 
> > Results are very poor on DOW30 from Jan 02 till now, so I don't
> > see the problem. Tested both weekly and daily bars
> > nand
> >
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Stewart <stewart@xxxx> wrote:
> > > 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 > Ref(C,-1) ;
> > >
> > > Sell= C < Ref(C,-1) ;
> > >
> > > Short= C < Ref(C,-1) ;
> > >
> > > Cover = C > Ref(C,-1);
> > >
> > > ApplyStop(Optimize( "Type", 1, 0, 3, 1 ),Optimize( "Mode", 1,0, 
1,
> > 1 ) ,Optimize( "Amount", 0, 0, 3, 1 ),1,1);
> > >
> > > Equity(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
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
> > -----------------------------------------
> > 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 
http://docs.yahoo.com/info/terms/
> >
> >


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