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[amibroker] Re: HeadsUp backtest against Mutual Funds



PureBytes Links

Trading Reference Links

Sorry, I didn't see your question.  I am hardly a VB/J Script 
expert.  Look at the COM / OLE section of the online help.  That 
should get you started in the right direction and there are others 
here who are a lot better versed in this than I although you may want 
to rethink your direction.  I would not go to VB/J script unless 
absolutely necessary for something you are doing as it'll be 
significantly faster in AFL or at least that's my understanding.

Hope this helps ...

--- In amibroker@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@xxxx> wrote:
> How do you set up a script 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.
>  
>  
> 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?
>  
> Bear in mind that the person asking questions does not know as much 
as
> you, that why the questions are asked.
>  
> Lionel
>  
>  
>  
> 
> -----Original Message-----
> From: Fred [mailto:fctonetti@x...] 
> Sent: Friday, June 06, 2003 11:02 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: HeadsUp backtest against Mutual Funds
> 
> 
> I'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@x...] 
> > 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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