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Re: [amibroker] Arrows bouncing around



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Jayson,

Thanks for the reply.

My AA-settings are exactly the same as the ones specified in the 
code: BuyP = SellP = ShortP = CoverP =C, with a delay =1. In any 
case, I always assumed that the SetTradeDelays (which I specified) 
overruled the ones in AA-Settings.

In addition, as you can see in the code, I use no stops, etc. Also, 
the dates and type of trades agree, it's just the equity-amounts that 
disagree.

I assume that you always have been able to replicate the results in 
Individual Backtest exactly in Explore, so my search continues.

Thanks again,

Patrick

--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> Patrick,
> check the settings in AA. perhaps you are using a buy/sell delay or
> entering/ exiting on high or low instead of the close you use in 
your
> exploration...... You might have a look at the back testing 
tutorial in the
> help files
> 
> Regards,
> 
> Jayson
> 
>   -----Original Message-----
>   From: vlanschot [mailto:ecbu@x...]
>   Sent: Friday, May 14, 2004 4:37 AM
>   To: amibroker@xxxxxxxxxxxxxxx
>   Subject: [amibroker] Help: different results Explore vs Individual
> Backtest
> 
> 
>   Hello AB Community,
> 
>   Perhaps somebody can help me with the following.
> 
>   Below I have a simple example strategy which I run in both Explore
>   and Individual Backtest. You can use any group of securities 
yourself
>   to replicate.
> 
>   The problem is that I get different results in the Equity(1) 
(here:
>   IndivEq) via Explore versus the results shown in the Individual
>   Backtest. Differences amount to a couple of dollars to a few
>   thousand. So the question is: how can I make sure that I get the 
same
>   (equity) results in Explore and in the Individual Backtest.
> 
>   No doubt there is a simple explanation here, but I can't figure it
>   out.
> 
>   Thanks in advance for your help.
> 
>   Patrick
> 
>   Filter=1;
> 
>   Groep=GroupID();
>   List = GetCategorySymbols(categoryGroup,Groep);
>   //SetBarsRequired(10,10);
> 
>   MPLB=126; //Daily
>   AnnPer = 256;
> 
>   for( n=1; (Ticker=StrExtract( List, n))!= ""; n++)
>   {
>   k=n+1;
>   }
> 
>   //TypeBacktest=Status("action");
>   Scan = Status("Action")==3;
>   Indicator = Status("Action")==1;
>   Explore = Status("Action")==4;
>   Backtest = Status("Action")==5;
> 
>   SetOption("InterestRate",0);
>   SetOption("MaxOpenPositions",k);
>   SetOption ("CommissionMode",1);
>   CommPerc = Param("Commission%",1,0.25,5);
>   SetOption("CommissionAmount", CommPerc);
> 
>   WLScan = 0;
>   if (Scan AND WLScan==1)// = Scan Mode for Next day's trades
>   Delay = 0;
>   else
>   Delay = 1;
> 
>   SetTradeDelays( Delay, Delay, Delay, Delay );
> 
>   StartCapital = 1000000;
> 
>   PFBT = 0;
> 
>   if (Scan OR Explore OR (Backtest AND PFBT==0))
>   SetOption("InitialEquity",StartCapital/k);
>   else
>   if (Backtest AND PFBT==1) SetOption("InitialEquity",StartCapital);
> 
>   BarInTest=Status("barinrange");
>   ValidB=//1;
>   BarIntest==1;
> 
>   Buy=ValidB AND MACD()>Signal() ;
>   Sell = ValidB AND Signal()>MACD();
>   //Short = Sell; Cover = Buy;
>   Short=0; Cover = 0;
> 
>   BuyPrice=SellPrice=ShortPrice=CoverPrice=Close;
> 
>   SigEq=1;
> 
>   IndivEq = Equity(SigEq);
>   AddToComposite( Indiveq, "~ComposEq", "C" );
>   ComposEq = Foreign("~ComposEq","C");
> 
>   PFBTCap = LastValue(ValueWhen(Status
("firstbarinrange"),ComposEq));
> 
>   if(Backtest AND PFBT==1)
> 
>   PositionSize=
>   //IndivEq;
>   -IndivEq/ComposEq;
>   //-100/k;
>   else
>   PositionSize=-100;
> 
>   PositionScore =
>   //1;
>   100 - RSI(14);
> 
>   AddColumn(Indiveq,"IndivEq", 1.3);
>   AddColumn(ComposEq,"CompEq", 1.3);
> 
> 
> 
> 
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