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Tomasz,
This is big enough, I am really excited especially about DDE
addition...
Best regards,
Sasa
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> MessageHello,
>
> 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 -----
> From: dingo
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Sunday, June 08, 2003 6:24 PM
> Subject: 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 support@xxxx 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
> -----Original Message-----
> From: Edward M. Wylonis [mailto:ewylonis@x...]
> Sent: Saturday, June 07, 2003 10:50 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: lets try trading
>
>
> 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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