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RE: Something big is about to happen ? No, no really was: Re: [amibroker] Re: lets try trading



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<FONT face=Arial color=#0000ff 
size=2>LOL!
<FONT face=Arial color=#0000ff 
size=2> 
While 
the plugins might not be big to folks like me they will be BIG to 
others.  
<FONT face=Arial color=#0000ff 
size=2> 
I must 
have missed your announcement of the improvements for 4.5 but now I am 
EXCITED!  That's just around the corner..
<FONT face=Arial color=#0000ff 
size=2> 
Thanks 
for the update, TJ!
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>d

  
  <FONT 
  face=Tahoma size=2>-----Original Message-----From: Tomasz Janeczko 
  [mailto:amibroker@xxxxxx] Sent: Wednesday, June 11, 2003 10:37 
  AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Something big is 
  about to happen ? No, no really was: Re: [amibroker] Re: lets try 
  trading
  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> 
    <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                          
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