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Dave,
Please check your e-mail box. Your bug report is replied.
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 7:03
PM
Subject: RE: [amibroker] back test versus
porfolio back test
<SPAN
class=642595516-09102003>all understood tomasz.
<SPAN
class=642595516-09102003>
<SPAN
class=642595516-09102003>sorry if I seemed impatient, didn't mean to at all. I
know you have a ton of stuff on your plate, and my situation wasn't simple. I
also know that I've been the perpetrator of many a user error
(:-)...
<SPAN
class=642595516-09102003>
<SPAN
class=642595516-09102003>the original post I replied to was on the main list,
so that's where I replied. I'm not sure if yuki's on the beta list or
not.
<SPAN
class=642595516-09102003>
<SPAN
class=642595516-09102003>take care,
<SPAN
class=642595516-09102003>
<SPAN
class=642595516-09102003>dave
<SPAN
class=642595516-09102003>
<BLOCKQUOTE
>
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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