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Thanks Herman, for some reason the Amibroker Beta group does not
show up when i do a search for "amibroker" on groups.yahoo.com
(maybe because it's relatively new) Thanks for the link.
--- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen"
<psytek@xxxx> wrote:
> http://groups.yahoo.com/group/amibroker-beta/
>
> herman
> -----Original Message-----
> From: giggollo99 [mailto:giggollo@x...]
> Sent: November 21, 2003 4:22 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Using Portfolio Backtester To Track
Performance -
> Need Pyramiding
>
>
> Yes Gary, or more accurately, "Tomasz, you give us a mile we ask
for
> 100 miles"!, i just thought it would be bordering on blasphemous
to
> compare Amibroker (or the Portfolio Backtester for that matter)
to
> an "inch" but I am sure it was a Freudian slip :)
>
> What is the "amibroker-beta list"? Is there a secret beta list
which
> I am not a part of :0) If someone has the message number of the
> thread Tomasz is referring to please let me know.
>
> Thanks and best regards
> g
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<amibroker@xxxx>
> wrote:
> > Gary,
> >
> > See the previous discussion on this on amibroker-beta list.
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: Gary A. Serkhoshian
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Friday, November 21, 2003 12:52 AM
> > Subject: Re: [amibroker] Using Portfolio Backtester To Track
> Performance - Need Pyramiding
> >
> >
> > G,
> >
> > Who follows their system 100%? This is functionality that
> everybody needs.
> >
> > Even if you follow your system 100% you need to compare
actual
> fills to what AmiBroker was filled to ensure you've accounted for
> slippage properly.
> >
> > All of this can be tracked offline in Excel, Access, etc.,
but
> it would be sweet to have the functionality built into AB.
> >
> > You see Tomasz, you give us an inch, and we ask for a
mile : )
> >
> > Regards,
> > Gary
> >
> >
> > giggollo99 <giggollo@xxxx> wrote:
> > One interesting way I have started using the new Portfolio
> > Backtester is to track my own live trading performance.
Here's
> how:
> >
> > 1. Extract transactions list from my
> brokerage's "Transactions" page
> > 2. Write a small script to convert Transactions list into
AFL
> > buy/sell signals...e.g.
> >
> > ...
> > Buy=Buy OR (DateNum()==1031118 AND Name()=="URMP");
> > Buysize= IIf(DateNum()==1031118 AND Name()
> =="URMP",6000,buysize);
> > BuyPrice=IIf(DateNum()==1031118 AND Name()
> =="URMP",0.225,BuyPrice);
> > ...
> >
> > 4. Copy/Paste the AFL code into AA window
> > 5. Add following line:
> >
> > PositionSize=Buysize*BuyPrice;
> >
> > 6. Run Portfolio Backtester
> >
> > and Voila!...i get a plethora of metrics telling me how
well i
> am
> > doing, i get account equity curves, trade equity curves, i
get
> trade
> > by trade P/L and MAE info and much more!...This is
extremely
> useful
> > information to have if you are a discretionary (or semi-
> > discretionary trader). It is interesting to start looking
at
> your
> > own discretionary trading as a system, because in the end
it
> all
> > boils down to buy/sell signals and you can see what areas
you
> need
> > to work on..Even if you are trading a system (or trying
> to :) ),
> > using this approach can provide valuable information
regarding
> the
> > difference between perceived theoretical performance of
your
> system
> > and actual measured performance. It can show you where your
> actual
> > results are deviating from the theoretical expectations.
> >
> > Through this post I also would like to draw attention to
the
> fact
> > that implementing pyramiding is an essential step towards
the
> > maturing of the portfolio backtester. Right now, for
example,
> > Portfolio backtester gets the P/L wrong on some trades just
> because
> > pyramiding is not yet implemented. It retains the share
size
> of the
> > first trade even if i bought the same security multiple
times
> before
> > selling. I do not know of a way to get around this except
to
> wait
> > patiently for pyramiding to be implemented (i am open to
> > suggestions?)
> >
> > I thank Tomasz for providing such a nice tool and
continuing
> to
> > improve the product with great momentum. I am *really*
looking
> > forward to seeing pyramiding implemented in the near
future.
> >
> > Thanks and Best regards to all
> > g
> >
> >
> >
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