|
PureBytes Links
Trading Reference Links
|
Dimitris,
As I wrote already the problem will be fixed in next beta.
Until then please use the workaround I have provided.
As for "old" backtester - I have no intention to throw it to recycle bin
since I am aware that people still use it in some cases.
For what is worth recent changes (min shares handling in old
backtester and open pos handling) had one purpose:
to make sure that old and new backtester produce the same figures
if applied on individual stocks.
So the only visible difference is that 'new' backtester provides
portfolio-level backtesting when applied to multiple symbols
and provides new enhanced reports. But when working
on individual securities the results of both backtesters are the same.
As you can see in version 4.50 the old backtester is
still available and will remain there.
I already wrote that it will remain there in the amibroker-beta list.
So please be re-assured that your existing developments
will continue to work with new versions.
Nothing to worry about.
I hope this addresses your concerns.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, December 02, 2003 1:23 PM
Subject: [amibroker] Re: SetForeign() again
> Tomasz,
> I use delay +1 .
> Now it is OK, thank you very much for the assistance.
> BTW, a lot of work is done on the pre-4.50 backtester. It is not nice
> to send it to the recycle bin. The new properties should preserve the
> existing ones. I also do not like the "old" tag, what is old and what
> is new in final analysis, we spent many hours with this "old" tool,
> some projects are working in real conditions, portfolio backtester
> may be quite interesting for some users but it should grow up in
> parallel lines, for those who need it.
> I hope you understand that it would be impossible for me to give a
> solution to this problem today , this " Due to oversight " is totally
> out of my understanding.
> I hope you find, as usual, the optimal solution.
> Many thanks again
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > Dimitirs,
> >
> > It should work OK unless you have set trade delays > 0.
> > If so you would need to adjust first line:
> >
> > lastbar = BarIndex()==Lastvalue(BarIndex()) - 1;
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Tuesday, December 02, 2003 12:33 PM
> > Subject: [amibroker] Re: SetForeign() again
> >
> >
> > > Tomasz,
> > > I pasted the new code.
> > > Unfortunately, everything remained the same.
> > > Dimitris Tsokakis
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
> <amibroker@xxxx>
> > > wrote:
> > > > Dimitris,
> > > >
> > > > Actually it happens for the very last bar because of the
> following
> > > change described in the read me:
> > > >
> > > > a.. changed handling of open positions in old backtester to
> match
> > > with portfolio backtester and equity plot:
> > > > - open positions are closed always at CLOSE price (previously
> were
> > > closed at trade price)
> > > >
> > > > Due to oversight it is close price of current symbol always.
> Will
> > > be fixed in next beta.
> > > >
> > > > Temporary workaround: close positions at the last bar:
> > > >
> > > > lastbar = BarIndex()==Lastvalue(BarIndex());
> > > > Buy=Cross(StochD(),30);Sell=Cross(StochD
> (),80);Short=Sell;Cover=Buy;
> > > >
> > > > Sell = Sell OR Lastbar;
> > > > Cover = Cover OR lastbar;
> > > > e1=Equity(1,0);Plot(e1,"STOCK",5,1);
> > > > list = GetCategorySymbols( categoryWatchlist, 8 );
> > > > for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> > > > {
> > > > SetForeign(sym,True,True);
> > > > global Buy;global Sell;global Short;global Cover;
> > > > Buy=Cross(StochD(),30);Sell=Cross(StochD
> (),80);Short=Sell;Cover=Buy;
> > > >
> > > > Sell = Sell OR Lastbar;
> > > > Cover = Cover OR lastbar;
> > > > e2=Equity(1,0);
> > > > Plot(e2,sym,i+1,8);
> > > > }
> > > >
> > > >
> > > >
> > > > Best regards,
> > > > Tomasz Janeczko
> > > > amibroker.com
> > > > ----- Original Message -----
> > > > From: Dimitris Tsokakis
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Sent: Tuesday, December 02, 2003 11:48 AM
> > > > Subject: [amibroker] Re: SetForeign() again
> > > >
> > > >
> > > > Tomasz,
> > > > I have a small WL8 with BRCM, CPWR, FLEX, JDSU.
> > > > The
> > > >
> > > > Plot(StochD(),"STOCK",5,1);
> > > > list = GetCategorySymbols( categoryWatchlist, 8 );
> > > > for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> > > > {
> > > > SetForeign(sym,True,True);e2=StochD();Plot(e2,sym,i+1,8);
> > > > }
> > > >
> > > > and the
> > > >
> > > > Buy=Cross(StochD(),30);Sell=Cross(StochD
> > > (),80);Short=Sell;Cover=Buy;
> > > > e1=Equity(1,0);Plot(e1,"STOCK",5,1);
> > > > list = GetCategorySymbols( categoryWatchlist, 8 );
> > > > for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> > > > {
> > > > SetForeign(sym,True,True);
> > > > global Buy;global Sell;global Short;global Cover;
> > > > Buy=Cross(StochD(),30);Sell=Cross(StochD
> > > (),80);Short=Sell;Cover=Buy;
> > > > e2=Equity(1,0);
> > > > Plot(e2,sym,i+1,8);
> > > > }
> > > > are plotted.
> > > > The last Equity value is quite strange and different from
> stock
> > > to stock.
> > > > [My initial equity is 10000 and the min.shares is 0.01]
> > > > Something is going on with the last bar[s], the 4 equity
> values
> > > are correct [and unchanged] from the beginning
> > > > up to two/three bars before the end.
> > > > The result ?? All my Inspection Points graphs are useless
> now !!
> > > > The Dec2 session is an Inspection bar for one of them...
> > > > Please advise.
> > > > Dimitris Tsokakis
> > > >
> > > >
> > > > Hello,
> > > >
> > > > It is not broken. But please note that Equity() now uses
> > > MINSHARES setting.
> > > >
> > > > It is mentioned in the Read Me but I want to remind that
> > > > "MinShares" setting (now available in Auto-analysis ->
> > > Settings, "General" page )
> > > > affects ALL backtesters now. This includes Equity() function.
> > > >
> > > > So for example if you are trying to display equity for say
> DJIA
> > > > but the initial equity is less than (say) 9000 then no trade
> will
> > > be entered if
> > > > MinShares is set to 1.
> > > >
> > > > You would need to enter 0.0001 in "MinShares" to allow very
> small
> > > fractional
> > > > quantities.
> > > >
> > > > Hope this helps.
> > > >
> > > > Best regards,
> > > > Tomasz Janeczko
> > > > amibroker.com
> > > > ----- Original Message -----
> > > > From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > Sent: Tuesday, December 02, 2003 8:02 AM
> > > > Subject: [amibroker] SetForeign() again
> > > >
> > > >
> > > > > Tomasz,
> > > > > In 4.44 you introduced the
> > > > > SetForeign( ticker, fixup = True, tradeprices = False)
> > > > > and this allowed Equity() to work well with SetForeign.
> > > > > Unfortunately with 4.50 it is down again. Can you fix it,
> > > please.
> > > > > Dimitris Tsokakis
> > > >
> > > >
> > > > Yahoo! Groups Sponsor
> > > > ADVERTISEMENT
> > > >
> > > >
> > > >
> > > >
> > > > Send BUG REPORTS to bugs@xxxx
> > > > Send SUGGESTIONS to suggest@xxxx
> > > > -----------------------------------------
> > > > 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 the Yahoo! Terms of
> > > Service.
> > >
> > >
> > >
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
> > > -----------------------------------------
> > > 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/
>
>
>
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
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/
|