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RE: [amibroker] Re: HeadsUp backtest against Mutual Funds



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How do you set 
up a script <FONT 
face=Arial size=2>to access the data base? In heads up,  I may have missed 
it, but I did not see a reference to a database or list.
<FONT face=Arial 
size=2> 
<FONT face=Arial 
size=2> 
Can you point me in 
the right direction to get information on VB and Java scripts ie how to write 
them how to connect them to the database etc?
<FONT face=Arial 
size=2> 
Bear in mind that 
the person asking questions does not know as much as you, that why the questions 
are asked.
<FONT face=Arial 
size=2> 
<FONT face=Arial 
size=2>Lionel
<FONT face=Arial 
size=2> 
 
 
 

<FONT face=Tahoma 
size=2>-----Original Message-----From: Fred 
[mailto:fctonetti@xxxxxxxxx] Sent: Friday, June 06, 2003 11:02 
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: 
HeadsUp backtest against Mutual FundsI'm not following 
you at all ...What question was it that you think I was asked 
?--- In amibroker@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@xxxx> 
wrote:> Fred:> Please don't reply like a grade school teacher who 
wants to make the> kids "think" (college profs are also very guilty of 
this).>  > You were asked a question, please  answer 
with enough detail so the> recipient can use it. Its most inappropriate 
to play mind games.>  > Lionel>  >  
> > -----Original Message-----> From: Fred 
[mailto:fctonetti@xxxx] > Sent: Friday, June 06, 2003 10:06 PM> 
To: amibroker@xxxxxxxxxxxxxxx> Subject: [amibroker] Re: HeadsUp backtest 
against Mutual Funds> > > I wasn't asking for a hint ... I 
was trying to give you one ...> > --- In 
amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:> > > 
But I don't know how you tell anything running "portfolios" of> > 
stocks or mf's through AB without an extra tool ... hint, hint.<> > 
> > Then you haven't figured all the angles... think hard about 
it.> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, 
"Fred" <fctonetti@xxxx> wrote:> > > But I don't know how you 
tell anything running "portfolios" of > stocks > > > or mf's 
through AB without an extra tool ... hint, hint.> > > > > 
> --- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:> 
> > > Fred got my curiosity up. I've never been inclined to 
backtest > > > against> > > > Mutual Funds 
before... so I did a HeadsUp test against my > Mutual > > > 
Fund> > > > Database. Same backtest period as the stock 
backtest.> > > > > > > > Results:> > 
> > > > > 
>                                            
LONG > > > > First 
Trade                          
Jan 2 2003> > > > Last 
Trade                          
Jun 5 2003> > > > Days in 
Test                              
154 > > > > > > > > 
Trades                                 
> > > 
21,582                   
> > > > % 
Profitable                           
75.86%  > > > > Net 
P/L                              
> > > 
2,276,658                   
> > > > Rate of Annual 
Return                     
21.79% > > > > > > > > Avg Profit / 
Winner                        
> 
168                   
> > > > Avg Days Held - 
Winners                           
> > > 
31                   
> > > > Avg Loss / 
Loser                       
90                   
> > > > Avg Days Held - 
Losers                         
> > > 
31                   
> > > > Avg 
PositionSize                      
5,562                   
> > > > Avg Market 
Exposure                 
> 
24,423,175                   
> > > > Max Market 
Exposure                 
> 
58,055,140                   
> > > > Initial 
Equity                          
500,000  > > > > Lowest Account 
Value                    
499,768  > > > > Maximum Account 
Value                  
2,776,659  > > > > Ending Account 
Value                  
2,776,659  > > > > Max DD as a % of Account 
Value                
1.94%  > > > > > > > > Just FWIW.> 
> > > > > > > Phsst> > > > 
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