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Tomasz,
I have no doubt that you will provide the optimal solution.
On the other side, try to understand the shock of the crazy equity
lines in my first post this morning. As you probably know, there are
some people who *USE* your product, not only talk about it [correct
or not, I am one of them...]. And, when we use your product, we trust
you, the architect of this interesting tool.
This is a close relationship.
The future will prove if it is for good or not.
As for the superfast assistance, it is OK now, I already know the
top3 for my system, I hope the session will verify my prediction and
I will take action 1h before the ending bell.
Needless to write comments for this unique type of "customer care", I
hope it is a good example for the new users.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@xxxx>
> 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
> > > > >
> > > > >
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