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Hello,
Please always read the READ ME that
accompanies beta. It says:
<FONT
face=Arial size=2>
portfolio/individual backtester/optimizer, new setting in
AA->Settings->Portfolio:"Limit trade size as % of entry bar
volume" (default = 10%)This prevents from entering the trades
greater than given percentage of entry bar's volume.For example if
backtesting daily data and today's volume for thinly traded stock is 177,000
shares, setting this to 10% will limit the maximum trade size to 17,700 shares
(10% of total daily volume). This prevents from 'affecting the market'by
huge orders. IMPORTANT NOTE:<FONT
color=#ff0000>Some instruments like MUTUAL FUNDS come without
VOLUME data. To backtest such instruments please set this field to ZERO (0).
This effectively turns OFF this feature. Otherwise you won't be able to enter
any trade at all. Suggestions are welcome how to handle this problem
automatically (maybe just detect if bar's volume is ZERO and then allow entering
any size?)
Best regards,Tomasz
Janeczkoamibroker.com
----- Original Message -----
From: "alan_davidson2" <<A
href=""><FONT face=Arial
size=2>alan_davidson2@xxxxxxxxx<FONT face=Arial
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To: <<A
href=""><FONT face=Arial
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size=2>>
Sent: Thursday, May 20, 2004 4:45 PM
Subject: [amibroker] Optimizer results "0.00" and
"N/A"
<FONT face=Arial
size=2>> In the optimizer, how should I interpret a row in which all values
> are either "0.00" or "N/A"?> > Is it because a trade was
executed, but the absolute value of the > profit or loss was less than
0.01 (two places of decimals)?> > Regards,> Alan>
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