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Re: [amibroker] significant price changes returned with ZERO profit in backtesting



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Rgds
E Gao
--- Tomasz Janeczko <amibroker@xxxxxx> wrote:
> Hello,
> 
> Please include the trade list, otherwise it is
> impossible to help.
> To copy you should click with right mouse button
> over the __RESULT__LIST__ 
> (not over the formula) in Automatic Analysis window.
> 
> If you have trouble with clicking in the right place
> you can
> export the trade list by clicking on "Export" button
> after running backtest,
> you will get this way the CSV file that you could
> attach to the e-mail.
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "mingfeng gao" <gaomfen@xxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, December 30, 2003 2:18 AM
> Subject: Re: [amibroker] significant price changes
> returned with ZERO profit in backtesting
> 
> 
> > Mr.Janeczko
> > 
> > The equity value is 10,000 for the ticker, it
> > generates zero profit with the same entry and exit
> > prices as I provided below.
> > 
> > I tried to follow your instruction of
> copying/pasting
> > the trade list, unfortunately, the paste function
> > under edit manual is not active ( in grey )
> > 
> > Rgds
> > E Gao
> > 
> > 
> > --- Tomasz Janeczko <amibroker@xxxxxx> wrote:
> > > Hello,
> > > 
> > > Check Position value in the tradelist. If your
> > > position size is zero (or very small)
> > > then the profit from such transaction would be
> zero
> > > (or very small).
> > > 
> > > If you still experience problems - please send
> TRADE
> > > LIST.
> > > It can be obtained by clicking with right mouse
> > > button over result list
> > > and selecting "COPY".
> > > Then Edit->Paste to e-mail editor.
> > > 
> > > 
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > > ----- Original Message ----- 
> > > From: "gaomfen" <gaomfen@xxxxxxxxx>
> > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > Sent: Monday, December 29, 2003 3:51 AM
> > > Subject: [amibroker] significant price changes
> > > returned with ZERO profit in backtesting
> > > 
> > > 
> > > > Hi, Everyone
> > > > 
> > > > here is my observation which seems odd, I
> don't
> > > know if anyone of you 
> > > > had similar experience. the problem I am
> > > addressing is that the 
> > > > ticker under backtesting reported ZERO profit,
> > > even though the 
> > > > position underwent significant price change.
> my
> > > first long position 
> > > > under backtesting was entered at the price of
> > > 45.00 and exited at 
> > > > 59.75, system reported 32.8% price change,
> but,
> > > profit is ZERO, the 
> > > > position status was "Long"; the second trading
> > > status is "Open Long", 
> > > > with entry price at 57.50, but, also had an
> exit
> > > price of 61.00
> > > > ( Open Longs have exit price ?, I am a little
> bit
> > > confused by this), 
> > > > the price change indicated in the test result
> was
> > > 6.1% anyhow, and 
> > > > again, ZERO profit. something seems odd to me,
> > > hope this problem 
> > > > applies to me only, but, hope it is not normal
> and
> > > the problem could 
> > > > be resolved if it is.
> > > > 
> > > > pity, I still can not post my screenshot. Mr.
> Ron
> > > D, where can I find
> > > > Edit>image>send? I can find "Edit" after
> clicking
> > > "Preview", no where 
> > > > else. thanks for further advise.
> > > > 
> > > > 
> > > > Rgds
> > > > E Gao
> > > > 
> > > > 
> > > > 
> > > > Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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> > >
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> > >
> >
>
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> > > 
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> > >
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=== message truncated ===


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Attachment:
0001.HK zero profit.csv

Attachment: Description: "Description: 0001.HK zero profit.csv"