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Stewart,
I would look closely at the individual trades. I can't tell exactly
what's happening because I can't see the boxes you've checked on the
AA, settings, general page but what you might find is that you are
closing trades at prices not possible. Depending on which boxes are
checked there I get wildly differing results. Which ones do you have
checked. I hope this provides at least a clue of where to look.
Fred
--- 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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