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Hello,
Please do not send such large e-mails to the group as
each e-mail is distributed to 1000+ of people who do not want to get their mailboxes
filled up with attachments.
Please send them directly to me.
As to your questions:
1. please read the tutorial on backtesting first:
http://www.amibroker.com/guide/h_backtest.html
especially the part about position size and round lot size.
And the section about Analysis settings:
http://www.amibroker.com/guide/w_settings.html
especially about Round Lot Size.
You may also need to read what equity is:
http://www.amibroker.com/guide/a_equity.html
You may also use portfolio backtester instead
http://www.amibroker.com/guide/h_portfolio.html
2. If you did not use positionsize variable in your code then
probably you have used very large round lot size.
Anyway it is kind of hard to guess what settings you had
and what formula you have used without seeing them.
If you want me to help you further I would need to have at least
the settings file (.abs) that can be saved by clicking "Save"
button in the Settings dialog and the formula you have used.
Again: please send them directly to me, not to the list.
If you press "REPLY" you are sending to the list.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "mingfeng gao" <gaomfen@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, December 31, 2003 2:38 AM
Subject: Re: [amibroker] significant price changes returned with ZERO profit in backtesting
> Hello
> In addition to previous mail, I attached with a screen
> catch about the result list, showing 10,000 equity
> value.
>
> besides, how does your tool allocate funds? I did
> nothing about asset allocation, how come ticker
> 0001.HK has zero position? and more, how come there is
> equity value of 10,000 for it?
>
>
> 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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> === message truncated ===
>
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