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Hello,
I don't use the beta version. And I don't test on low-volume stocks.
Regards,
Alan
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> Please always read the READ ME that accompanies beta. It says:
>
> 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:
> 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 Janeczko
> amibroker.com
> ----- Original Message -----
> From: "alan_davidson2" <alan_davidson2@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, May 20, 2004 4:45 PM
> Subject: [amibroker] Optimizer results "0.00" and "N/A"
>
>
> > 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
> >
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
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