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Al,
Yes, I see...
I also see many trades with same bar exit [if you allow from settings]
It is a complicated situation [no matter if the theoretical result is
profitable or not], far from real application.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Al Venosa" <advenosa@xxxx> wrote:
> DT, the way you get the low exposure is to set your trailing stop
in the
> Stops tab of the Backtester Settings window to Percent of Profit
radio
> button and set it at 10. If you disable Trailing Stop, your
exposure is
> closer to what you get. I have reproduced the low exposures that
Herman
> reported.
>
> AV
>
>
>
> ----- Original Message -----
> From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, June 30, 2004 8:46 AM
> Subject: [amibroker] Re: Percent Profit Trailing Stop Question
>
>
> > Herman,
> > My results for the period 1/2000 till now [with your settings]
give
> > total net profit -79%.
> > The exposure for this period is 81%.
> > How did you come to exposure 8.71% ? It is not normal for this
> > trading system.
> > Dimitris Tsokakis
> > --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
> > <psytek@xxxx> wrote:
> > > Ed/DT, the QQQ (all quotations) gives me about 500%, why? See
> > reports
> > > attached.
> > >
> > > ----------------------------------------------------------------
----
> > --------
> > > ----
> > >
> > > Net Profit % 500.28 % 286.54 % 213.74 %
> > > Exposure % 8.71 % 4.28 % 4.43 %
> > >
> > > Settings:
> > > Initial Equity: 1000 Periodicity/Positions: Daily/Long Short
> > Commissions:
> > > 0.01 per share
> > >
> > >
> > > herman
> > >
> > > -----Original Message-----
> > > From: E Winters [mailto:e.winters1@x...]
> > > Sent: Tuesday, June 29, 2004 10:10 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: Re: [amibroker] Percent Profit Trailing Stop Question
> > > Importance: High
> > >
> > >
> > > On QQQ I get -79.45% profit, What issue(s) are you using over
> > what time
> > > period?
> > > Regards,
> > > Ed
> > > ----- Original Message -----
> > > From: Herman van den Bergen
> > > To: AmiBroker YahooGroups
> > > Sent: Tuesday, June 29, 2004 9:09 PM
> > > Subject: [amibroker] Percent Profit Trailing Stop Question
> > >
> > >
> > > Can somebody explain why this gives unreal profits?
> > >
> > > // In AA settings Use percent profit trailing stop of 10%
> > > // Trade Long and Short at the Open
> > > SetOption("ActivateStopsImmediately",True);
> > > SetTradeDelays(1,1,1,1);
> > > Buy=Cross( MACD(), Signal() );
> > > Sell = Cross( Signal(), MACD() );
> > > Short = Sell;
> > > Cover = Buy;
> > > Plot(Equity(1),"Equity",1,1);
> > >
> > > TIA,
> > > herman.
> >
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
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