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<FONT color=#000080
size=2>Ed,
<FONT color=#000080
size=2>
The difference
may be Open Position Gain or Loss.
<FONT face="Vladimir Script" color=#000080
size=5>Rick
<FONT face=Tahoma
size=2>-----Original Message-----From: Edward M. Wylonis
[mailto:ewylonis@xxxxxxxxx]Sent: Saturday, June 07, 2003 10:50
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
lets try tradingDingo,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@xxxx] > 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
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