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Hello,
First please check if ANY trades were entered - if not - it is most probably to insufficient funds and/or wrong settings.
If they were: zeros and N/A may appear if for example there were no losing or no profitable trades.
Some stats/metrics involve dividing the values by number of trades (winning or losing) and if there is no such trade
in your backtest you will get N/A. N/A is simply place holder of "division by zero".
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "alan_davidson2" <alan_davidson2@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, May 20, 2004 8:39 PM
Subject: [amibroker] Re: Optimizer results "0.00" and "N/A"
> 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
> > > Send SUGGESTIONS to suggest@xxxx
> > > -----------------------------------------
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> > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > --------------------------------------------
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> > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> > >
> > >
>
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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