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[amibroker] Re: lets try trading



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Dingo,

I appreciate your helping Andrew to understand backtesting as it 
could also help me.  I have been trying to understand how it works 
but have been stymied by "apparent" inconsistencies.  There may be an 
explanation for them but I have searched the User Guide and the 
archives but have not found explanations.  One inconsistency(to me) 
shows up on Andrew's results. For instance:

The "Total net profit: 14240.39 does not equal the Profit of winners: 
13197.19 minus the Loss of losers: 0.00. Do theses numbers include 
commissions?

In my backtest the Profit of Winners less the Loss of losers does add 
up to the Total net profit, however, the number of trades does not 
match the results.  The dollars of profit include all of the trades 
in the results but the number of trades counted is less than a manual 
count.  For instance there will be 32 winning trades and 35 losing 
trades but only 8 winning trades and 18 losing trades will be totaled 
in the results and only 8 and 18 tickers will have a 1 for a trade in 
the results listing.  Am I missing something?

Does the backtester take the equity and use it on the first trade 
candidate and pass on another trade candidate when it appears if all 
of the equity/margin is involved in the first trade? When the first 
trade is sold does it then become available for another trade?  Does 
that explain why the number of trades in the results is less than the 
stocks that met the buy/sell criteria? Will increasing the equity 
include some of those trades?

Thanks,

Ed







--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> The first thing you've got to do is learn how to read the results in
> your report. How skilled are you at that? I don't want to talk 
beneath
> your level of experience so how about a little background on your
> trading experience and experience with Amibroker?
>  
> d
> 
> -----Original Message-----
> From: Andrew [mailto:andok@x...] 
> Sent: Friday, June 06, 2003 10:41 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] lets try trading
> 
> 
> I have no idea backtest look good .
> 
>   
> 
> 
> Best regards,
> Andrew                          mailto:wocek@x... 
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