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sounds great and very timely,TJ; thanks!
----- Original Message -----
From: "Tomasz Janeczko" <amibroker@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, November 19, 2003 11:01 AM
Subject: Re: [amibroker] replicating test results
> 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
> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > --------------------------------------------
> > Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
> >
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
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