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Hello,
1. First thing - you are running your formula in "old backtester".
It does not hurt but just wanted to point out the fact that you are missing
new reports that way.
2. Profit is zero because POSITIONVALUE is zero. When the trade size
is zero it simply does not generate profit.
Old backtester shows such zero-valued trades (although such trade is not really entered).
New (porfolio) backtester does not show zero-valued trades at all.
When it may happen that your position value is zero?
Generally speaking when you don't have enough cash in the account to purchase
desired amount of stocks.
This can happen in several cases with most two most often reasons:
a) you don't have "allow position size shrinking" box marked in the settings
while your desired position size is higher than available cash
b) your round lot size setting is very high and you don't have enough cash
to purchase this lot
So I would suggest to:
set 'round lot size' to one and check your positionsize variable assignment in the code.
If you want me to help you further (fix your formula) please e-mail me directly
at tj at amibroker.com.
Please note that this list is read by 1000+ people and not everyone is interested
in receiving large attachments.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "mingfeng gao" <gaomfen@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, December 31, 2003 2:31 AM
Subject: Re: [amibroker] significant price changes returned with ZERO profit in backtesting
> Hi,
> please see the SCV file. seems something wrong with
> "Edit>Paste" function, it is in Grey, though I made
> copy on the line item.
>
> 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
> > > > >
> > > > >
> > > > >
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