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Stewart.
How did you manage to post the results list,
to post the way it did.
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> What results are you getting, what market/stocks, what are your
trade
> settings, what time frame for the backtest
>
>
>
> Cheers,
> Graham
>
> <http://groups.msn.com/ASXShareTrading>
> http://groups.msn.com/ASXShareTrading
>
> <http://groups.msn.com/FMSAustralia>
http://groups.msn.com/FMSAustralia
>
> -----Original Message-----
> From: Stewart [mailto:stewart@x...]
> Sent: Saturday, 19 April 2003 5:20 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Help - Unrealistic Results
>
>
>
> 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
>
>
>
>
>
>
>
>
>
>
>
>
>
>
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>
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>
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>
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