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Hello,
First: there is a list to discuss beta releases:
<A
href="">amibroker-beta@xxxxxxxxxxxxxxx
<A
href="">http://www.egroups.com/messages/amibroker-beta
Second thing: there are no known problems with portfolio
backtester in regular mode
Third thing: your bug report is in the queue. You did not
received the answer because
I have lot of support work (not connected with bug reports)
and bug reports are time consuming
so they are processed with 2nd priority.
Fourth thing: upto now I have received a couple of 'bug
reports' about portfolio backtester
but each turned out to be user error.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Dave Merrill
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, October 09, 2003 4:34
PM
Subject: RE: [amibroker] back test versus
porfolio back test
<SPAN
class=928301414-09102003>have you checked if there are important differences
in the actual trades? I assume, since you're comparing the results,
that you're not using any portfolio features that you *want* to make it behave
differently in that mode, right?
<SPAN
class=928301414-09102003>
<SPAN
class=928301414-09102003>one reason I ask about the actual trades is that
while working on portfolio-based systems recently, I've noticed what may be
some strange sell behavior, or rather lack of sells. it's come up in a pretty
complex environment, and I'm not 100% certain my code isn't causing it in some
way, but I haven't seen how it is, yet. I sent in a possible bug report about
it and haven't heard back, probably because it's not a simple, easy to isolate
situation that would have been easy to confirm or explain
away.
<SPAN
class=928301414-09102003>
<SPAN
class=928301414-09102003>for example, one system switching on fairly fast
indicators showed some holdings lasting multiple years. I can see on the
charts that the relevant indicators crossed their thresholds many times,
without generating a sell. also, the system had a 30% stop loss in place, that
likewise didn't sell. I discovered this while investigating some trades with
uncharacteristically large losses, like 87%. sometimes things like that do
happen if a stock breaks really quickly through your stop, but here, the
losses occurred over a very long period. the expected sells never occurred,
neither from my indicator-based code nor from the stop
loss.
<SPAN
class=928301414-09102003>
<SPAN
class=928301414-09102003>as I said, I wrote <A
href="">bugs@xxxxxxxxxxxxx about this; hopefully
I'll hear back at some point.
<SPAN
class=928301414-09102003>
<SPAN
class=928301414-09102003>dave
<BLOCKQUOTE
>I'm
playing with some simple ideas right now, and I find that I amgetting
dramatically different test results from the regular backtester and the
new portfolio back tester. I realize the latter is abeta while the
former is not, however the former is showing a niceprofit on the report
summary, while the latter is showing a loss.Anyone else getting
conflicting results like that? Shouldn't themoney totals be the
same?YukiSend
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