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TJ: I had thought you also were going to
change the eSignal plug in to give control to the the speed at which it cycles
thru tickers…right now it is generally very poor to unoperational in terms of
filling in even several days of past history…unless one does it one ticker at a
time. I hope you could add this eSignal plug in improvement to your overall plugin
efforts.
Ken
-----Original Message-----
From: Tomasz Janeczko
[mailto:amibroker@xxxxxx]
Sent: Wednesday, June 11, 2003
10:37 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: 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 Janeczko
amibroker.com
----- Original Message -----
<span
>From:<font
size=2 face=Arial> <a
href="" title="dingo@xxxxxxxxxx">dingo
To:<font size=2
face=Arial> <a
href="" title="amibroker@xxxxxxxxxxxxxxx">amibroker@xxxxxxxxxxxxxxx
Sent:<font size=2
face=Arial> Sunday, June 08,
2003 6:24 PM
Subject:<font size=2
face=Arial> RE: [amibroker]
Re: lets try trading
Thanks Ed but I don't think Andrew got
much out of our exchange - just a feeling..
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.
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!
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 <a
href="">support@xxxxxxxxxxxxx to see if TJ can
help you.
Re your last paragraph: as I mentioned
above every trade is taken regardless and increasing the equity will not help.
d
<span
>-----Original Message-----
From: Edward M. Wylonis
[mailto:ewylonis@xxxxxxxxx]
Sent: Saturday, June 07, 2003
10:50 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: lets try
trading
Dingo,<span
>
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
>
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