|
PureBytes Links
Trading Reference Links
|
Hello,
Referring to "something big is about to happen":
sorry guys but I already announced that backtester
improvements
are scheduled for version 4.50.
We are now at 4.38 and until 4.40 nothing 'big'
will happen except a couple of new real time plugins
and some smaller changes to AB requested by various
people.
I am working on 5 different real-time plugins right
now:
1. DTN IQFeed,
2. MarketCast (Australian stock exchange),
3. Quote.com,
4. DDE,
5. IB
that's why I am quiet.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
dingo
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, June 08, 2003 6:24 PM
Subject: RE: [amibroker] Re: lets try
trading
<FONT face=Arial color=#0000ff
size=2>Thanks Ed but I don't think Andrew got much out of our exchange - just
a feeling..
<FONT face=Arial color=#0000ff
size=2>
The
first thing you need to know when viewing the AB backtest reports is that
every trade is taken without consideration of the capital available. There is
no portfolio management in the backtest so you can't rely on the backtest
results being reliable in terms of portfolio consideratons. Individual
Tickers? Yes.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>There are some new user supplied tools emerging to help deal with this
and TJ has promised us some exciting (my word not his) enhancements in this
area. (He's been very quiet lately in terms of beta releases and the
suspense is building... Usually when he's quiet like this something big is
about to happen... ) Fred Tonetti has just shared the "Mother of
all backtesters", PT101, and its available in the files section of this
group. Don't try to understand the logic in it 'cause Fred is from New
Jersey!
<FONT face=Arial color=#0000ff
size=2>
As
to your specific questions: I haven't tried to reconcile the numbers as you
have and don't have answers for you - I suggest you forward a copy of your
email to support@xxxxxxxxxxxxx to
see if TJ can help you.
<FONT face=Arial color=#0000ff
size=2>
Re
your last paragraph: as I mentioned above every trade is taken regardless and
increasing the equity will not help.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>d
<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
mailto:wocek@xxxx > > Yahoo! Groups
Sponsor > > <<A
href="">http://rd.yahoo.com/M=251812.3170658.4537139.1261774/D=egroupweb/S=1705>
632198:HM/A=1564416/R=0/SIG=11ti81skc/*<A
href="">http://www.netflix.com/Default?mq>
so=60164797&partid=3170658>
> > <<A
href="">http://us.adserver.yahoo.com/l?M=251812.3170658.4537139.1261774/D=egrou>
pmail/S=:HM/A=1564416/rand=323204791>
> > Send BUG REPORTS to bugs@xxxx> Send SUGGESTIONS to
suggest@xxxx> -----------------------------------------> Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx > (Web
page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
--------------------------------------------> Check group FAQ
at:> <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Your use of Yahoo! Groups is subject to the Yahoo! Terms
of Service> <<A
href="">http://docs.yahoo.com/info/terms/>
.Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend
SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
<A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Send
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Yahoo! Groups Sponsor
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
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 the Yahoo! Terms of Service.
|