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Hello,
Please re-run your backtest with commission set to 0.5%
and check if it still gives you same results.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Claud Hou" <hclaud_98@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, November 04, 2004 10:58 PM
Subject: [amibroker] Re: Amazing backtest ==> Automatic/program trading
>
>
> Indeed it is too good. My wife says I am dreaming. But that's what
> backtest reports. It's not me. It's the program.
>
> As any trading system does, you always get a signal first.
> So the program works like this (daily based):
> 1) Detect a buy signal
> 2) Buy at Open next day. (and/or cover)
> .... hold till ...
> 3) Detect a sell siganl
> 4) Sell at open next day, immediately go short
> 5) loops back to 1)
>
> simple as that.
>
> BTW, I don't like Porche GT. So don't worry about that.
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
>> have you heard what "they" say when something sounds too good to be
> true?
>> Doesn't yours sound a little too good to be true?
>>
>> Suggest you click the "Check" button in the AA window. If that says
> you're
>> ok then are you testing for high and low values using EOD data in
> your
>> system for buying and selling?
>>
>> I'd advise you not to get too excited just yet and certainly don't
> go out
>> and buy that Porche GT just yet.
>>
>> d
>>
>>
>> _____
>>
>> From: Claud Hou [mailto:hclaud_98@x...]
>> Sent: Thursday, November 04, 2004 4:41 PM
>> To: amibroker@xxxxxxxxxxxxxxx
>> Subject: [amibroker] Amazing backtest ==> Automatic/program trading
>>
>>
>>
>> Last night I ran some backtests with some simple trading systems.
>> The results are amazing:
>> For example,
>> In 3 years from 11/03/2001 to 11/03/2004, with 10K initial account
>> value, you'll get 5.3M trading only YHOO. (long/short).
>> The result will be even astonishing if you use margin and trade
>> options.
>>
>> So come some questions:
>> 1) How reliable are these backtest results?
>> 2) How's the progress for AB's feature of automatic trading with IB?
>> 3) Better yet, is there a broker that accepts a trading system from
>> customer and does program trading?
>>
>> Basically, open an account with 10K and let the program run every
>> trading day, then forget it. Three year later, you check your
> account
>> finding out you are a multi-millionaire.
>> How sweet is that? :-)
>>
>>
>>
>>
>>
>> Check AmiBroker web page at:
>> http://www.amibroker.com/
>>
>> Check group FAQ at:
>> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>>
>>
>>
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>>
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>>
>> [Non-text portions of this message have been removed]
>
>
>
>
>
>
> 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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