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Ken,
Check the image file...I just ran a backtest the
the Old backtester....
Anthony
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Ken Close
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, January 30, 2004 5:47
PM
Subject: RE: [amibroker] Re: Backtesting
and Backtesters
<SPAN
>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?
<SPAN
>
<SPAN
>Ken
<SPAN
>
<SPAN
>-----Original
Message-----From: HB
[mailto:hmab@xxxxxxxxxxxxxx] <SPAN
>Sent: Friday, January 30, 2004 2:36
PMTo:
amibroker@xxxxxxxxxxxxxxx<SPAN
>Subject: Re: [amibroker] Re: Backtesting
and Backtesters
<SPAN
>
<SPAN
>Ken,
<SPAN
>
<SPAN
>Profit/bar in the new backtester
is in $ amounts.
<SPAN
>
<SPAN
>Profit/bar in the old backtester
is in % and is the 3rd to last column in the results table (before
MAE/MFE).
<SPAN
>
<SPAN
>HB
<BLOCKQUOTE
>
<SPAN
>----- Original Message -----
<FONT face=Arial
size=2><SPAN
>From:<FONT
face=Arial size=2> <A
title=closeks@xxxxxxxx href="">Ken Close
<SPAN
>To:<FONT
face=Arial size=2> <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
<SPAN
>Sent:<FONT
face=Arial size=2> Friday,
January 30, 2004 2:20 PM
<SPAN
>Subject:<FONT
face=Arial size=2> RE:
[amibroker] Re: Backtesting and Backtesters
<SPAN
>
<FONT face="Courier New"
size=2>Mark: I just got around to
verifying this stated benefit for why you<FONT
face="Courier New" size=2><SPAN
><FONT
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
handto show me where you get
this statistic (profit/bar in %) and what<FONT
face="Courier New">settings you make to ensure it
appears.I see a
"Profit/bar" column in the new backtester output but it does
notseem to be in
percent.What am I missing,
please.<FONT
face="Courier New">Ken<FONT
face="Courier New">-----Original Message-----<FONT
face="Courier New">From: quanttrader714 [mailto:quanttrader714@xxxxxxxxx]
Sent: Thursday, January 29,
2004 3:19 PMTo:
amibroker@xxxxxxxxxxxxxxx<FONT
face="Courier New">Subject: [amibroker] Re: Backtesting and
BacktestersTrade list for
old backtester also gives profit/bar in % which the
newbacktester does not. I
use this a lot so it's one of the main reasons<FONT
face="Courier New">I use it.<FONT
face="Courier New">--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close"
<closeks@xxxx> wrote:>
Can someone tell me why one would use the old version
backtester<FONT
face="Courier New">rather>
than the new Portfolio Backtester or even the Individual
New<FONT
face="Courier New">Backtester.<FONT
face="Courier New">> Can you give a specific example to illustrate
please. If you continue<FONT
face="Courier New">> to use the old backtest module would you mind
explaining why you do<FONT
face="Courier New">so?>
> I have been examining the
issue of the benefits of the Portfolio<FONT
face="Courier New">> Backtester over the old backtester, and while I
conclude that it is<FONT
face="Courier New">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<FONT
face="Courier New">> lower drawdowns when the same total Equity is traded
in both testers<FONT
face="Courier New">(of>
course, along with the same watchlist members tested over the
same<FONT
face="Courier New">date>
range).>
> Can I PLEASE have some
comments on this topic from anyone who has an<FONT
face="Courier New">> opinion or experience.<FONT
face="Courier New">> >
Thanks,>
>
KenSend BUG REPORTS to
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