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HB: I looked at that and just looked
again. They sure do not look like percentages to me (47.79, 197,51,-67,
etc) (this from a backtest I just clicked on). Plus, the thing that says “Individual
Backtest”, when you click this you get the OLD backtester running but
with NEW column outputs?? Is that correct? I was thinking the third
choice, which says “Old (v4.4) Backtester” was the “REAL OLD”
backtester. Why do you guys think the third column from the end is in
percent? Or perhaps there is a preference I do not know about that makes
it be in percent and I have mine in default $/bar. Comment?
Ken
-----Original Message-----
From: HB
[mailto:hmab@xxxxxxxxxxxxxx]
Sent: Friday, January 30, 2004
2:36 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re:
Backtesting and Backtesters
Ken,
Profit/bar in the new backtester is in $ amounts.
Profit/bar in the old backtester is in % and is the 3rd
to last column in the results table (before MAE/MFE).
HB
----- Original Message -----
<span
>From:<font
size=2 face=Arial> <a
href="" title="closeks@xxxxxxxx">Ken Close
To:<font size=2
face=Arial> <a
href="" title="amibroker@xxxxxxxxxxxxxxx">amibroker@xxxxxxxxxxxxxxx
Sent:<font size=2
face=Arial> Friday, January
30, 2004 2:20 PM
Subject:<font size=2
face=Arial> RE: [amibroker]
Re: Backtesting and Backtesters
<font size=2
face="Courier New">Mark: I just got around
to verifying this stated benefit for why you<font size=2
face="Courier New">
continue to use the OLD (v4.4) backtester.
As I can not "see" this statistic
anywhere, can you lead me by the hand
to show me where you get this statistic
(profit/bar in %) and what
settings you make to ensure it appears.
I see a "Profit/bar" column in the new
backtester output but it does not
seem to be in percent.
What am I missing, please.
Ken
-----Original Message-----
From: quanttrader714
[mailto:quanttrader714@xxxxxxxxx]
Sent: Thursday, January 29, 2004 3:19 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Backtesting and
Backtesters
Trade list for old backtester also gives
profit/bar in % which the new
backtester does not. I use this a lot so
it's one of the main reasons
I use it.
--- In amibroker@xxxxxxxxxxxxxxx, "Ken
Close" <closeks@xxxx> wrote:
> Can someone tell me why one would use the old
version backtester
rather
> than the new Portfolio Backtester or even the
Individual New
Backtester.
> Can you give a specific example to illustrate
please. If you continue
> to use the old backtest module would you mind
explaining why you do
so?
>
> I have been examining the issue of the
benefits of the Portfolio
> Backtester over the old backtester, and while
I conclude that it is
very
> hard to make an apples to apples comparison,
it can also be shown that
> the ranking portion of the new backtester
leads to greater profits and
> lower drawdowns when the same total Equity is
traded in both testers
(of
> course, along with the same watchlist members
tested over the same
date
> range).
>
> Can I PLEASE have some comments on this topic
from anyone who has an
> opinion or experience.
>
> Thanks,
>
> Ken
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