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John,
In the next beta portfolio report will include all settings listed.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "jgibb1us" <jgibb1@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, November 19, 2003 7:55 PM
Subject: [amibroker] replicating test results
> 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
>
>
>
>
>
>
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
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>
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>
>
>
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