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Owen:
Why do you say portfolios are not well adapted to futures trading? Your
portfolio can be made up of any kind of securities, including stocks,
futures, options, mutual funds, or anything. If you are a futures trader,
certainly you trade more than one future. If you do, then you have a
portfolio that can be tested in AB's portfolio mode. Perhaps you meant that
TJ has not implemented futures for the portfolio module, but he is working
on that.
BTW, I suspect you got all 0's because you did not have a positionsize
statement at the end of your code.
Al Venosa
Original Message:
-----------------
From: Owen Davies owen5819@xxxxxxxxxxxx
Date: Mon, 27 Oct 2003 10:58:46 -0500
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Question about enhanced backtest reports
<html><body>
<tt>
Ken Close offered:<BR>
<BR>
<BR>
> Owen: I may be doing something wrong but I take one of my standard<BR>
> systems, one that has not been prepared for portfolio testing, and<BR>
> simply click the Portfolio Report button. I get the new report.
(...)<BR>
<BR>
I just tried that. Got the report, but all the values were zero. No
doubt<BR>
there is something about running portfolio tests that I do not<BR>
understand--like maybe you have to set up a formal portfolio, rather
than<BR>
just hoping the test will run on whatever happens to be open in the
window.<BR>
I haven't paid any attention to portfolios, as my interests focus<BR>
exclusively on futures, and portfolios are not well adapted for futures<BR>
trading.<BR>
<BR>
Thanks for the thought.<BR>
<BR>
Owen Davies<BR>
<BR>
</tt>
<br>
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