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Hi,
I love Amibroker!
However, I find it frustrating to not be able to duplicate the test
results of others. Other than operator inexperience, :), I think the
two main problems precluding this are:
a) different test data
b) different test settings
Gary's recent step-by-step example is an move toward correcting the
latter.(See http://groups.yahoo.com/group/amibroker/message/52339)
I would like to encourage more of the same. So I am hopeful that
others will share their AA settings along with their code.
Two easy ways of sharing all AA settings are:
1) Attach the ABS file that you can create with the Settings |
Save button in the AA window. (Because of the problem of Yahoo not
preserving attachments, this suggestion has its limitations, though,
for those not receiving the individual Yahoo emails.)
2) Fill out the Word form you can produce with the template I
just uploaded to the Files section(in the 'gibb' folder) and
include its results, along with your code, in your email (See
example below.) (Note: there is a README file in the 'gibb' folder
with instructions on using the template and form.)
Your feedback is welcome--including any suggestions as to the best
way to ensure that approximately the same test data is used.
-john
<clip>
Amibroker AA Settings (4.49.0)
1. Right-column AA fields:
A. Apply to(which stock, watchlist, etc):
I. all stocks(on/off):0
II. current stock (on/off):0
III. use filter (which stock grouping):1
a. Include (name):N100
i. of (Watchlist)
ii. Favourites(on/off):0
iii. Indexes(on/off):0
b. Exclude (name):
i. of (Market)
ii. Favourites(on/off):0
iii. Indexes(on/off):0
B. Range(dates):
I. all quotations(on/off):0
II. n last quotations(on/off):0/n=(amount):1
III. n last days(on/off):1/n=(amount):1
IV. from(on/off):0
a. from(date):1990-01-01
b. to(date):2002-01-01
2. Settings button:
A. General tab:
I. General settings:
a. Initial equity(amount):10,000
b. Positions type(long only, etc.):Long
c. Periodicity type(daily, etc.):Daily
d. Allow position size shrinking(on/off):1
e. Activate stops immediately(on/off):0
f. Reverse entry signal force exit(on/off):0
g. Allow same bar exit(on/off):0
h. Futures mode (on/off):0
II. Defaults:
a. Round lot size(amount):100
b. Tick size(amount):0
III. Commissions & rates:
a. use portfolio commission table(on/off):0
b. percent(on/off):0/(amount):
c. $ per trade(on/off):0/(amount):
d. $ per share/contract(on/off):0/(amount):
e. Annual interest rate(amount):
f. Margin requirement(amount):100
B. Trades tab:
I. Long trades:
a. Buy price(Close, etc.):Close
b. Buy delay(amount):1
c. Sell price(Close, etc.):Close
d. Sell delay(amount):1
II. Short trades:
a. Short price(Close, etc.):Close
b. Short delay(amount):1
c. Cover price(Close, etc.):Close
d. Cover delay(amount):1
B. Stops tab:
I. Maximum loss stop:
a. Disabled(on/off):0
b. percent(on/off):0/(loss amount):
c. point(on/off): 0/(loss amount):
d. Exit type(at trade price only, etc.):Exit at trade price only(0)
e. Re-entry delay(amount):0
II. Profit target:
a. Disabled(on/off):0
b. percent(on/off):0/(profit amount):
c. point(on/off):0/(profit amount):
d. Exit type(at trade price only, etc.):Exit at trade price only(0)
e. Re-entry delay(amount):0
III. Trailing stop:
a. Disabled(on/off):0
b. percent(on/off):0/(risk amount):
c. point(on/off):0/(risk amount):
d. percent of profit(on/off):0/(risk amount):
e. Exit type(at trade price only, etc.):Exit intraday at stop(1)
f. Re-entry delay(amount):0
IV. N-Bar stop:
a. Disabled(on/off):0
b. bars(on/off):0/(amount):0
c. point(on/off):0/(risk amount):0
d. Re-entry delay(amount):0
B. Report tab:
I. Reporting(old backtester):
a. Formula(on/off):0
b. Settings(on/off):1
c. Incl.. out-of-market pos.(on/off):1
d. Overall summary(on/off):1
e. Stock summary(on/off):0
f. Trade list type(with prices, etc.):Trade list with prices
g. Drawdown figures based on type(worst case, etc.):Low(longs) - High
(shorts) - (worst case)
II. Reporting(new, portfolio backtester):
a. Report mode:
i. Trade list(on/off):1
ii. Detailed log(on/off):0
b. Risk free rate for Sharpe ratio(amount):5
c. UPI(amount):5.4
d. Distribution charts spacing %(amount):5%
e. MAE/MFE distribution charts(on/off):1
III. Warn before running time-consuming optimizations (on/off):1
C. Portfolio tab:
I. Portfolio-level settings:0
a. Max. Open Positions(amount):4
b. Min. shares(amount):1
c. Pad and align (on/off):1/(reference symbol):^RUT
d. Add artificial future bar(on/off):1
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