[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Backtesting Reports



PureBytes Links

Trading Reference Links

Thanks for the response, but I have been using that. I've used both 
individual and portfolio to try to generate the report I'm looking 
for but I'm not getting what I need. When I hit individual backtest 
for all symbols for my entire range I get a list of trades that is a 
summary of the trades for each individual stock( this comes up in 
the AA window). When I hit report however, it comes up blank. No 
trades at all. So AA is doing what I want, but I can't get a report. 
All I want is a total number of winning trades versus losing trades 
if I were to use my system on each stock in the database seperately. 
At one point I thought I had what I wanted, but it showed only 160 
total trades. Individually I get thousands of trades, so it must 
have used portfolio equity. I don't want to use portfolio because 
I'm looking for statistics and I don't want to worry about position 
size and using the same equity.  I guess I could decrease position 
size to 1/7000 of my portfolio and increase equity to 70000000 but I 
there are other complications, like when different stocks began 
trading, etc.

--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> In AA window use the Backtest pulldown to select Individual 
Backtest
> 
> On 5/13/05, jacquesmmathieu <jacquesmmathieu@xxxx> wrote:
> > Hi,
> > 
> > Just bought Amibroker a couple days ago and I love it, but I'm 
having
> > problems with one aspect.  How do you get a summary report for 
the
> > backtesting of all the individual stocks in your database? What 
I am
> > trying to do is get the total number of winning trades versus 
losing
> > trades that would have occured if I had individually backtested 
all
> > the stocks in my database (15 years worth for over 7500 stocks). 
I
> > don't want to treat it as a portfolio, I'm just looking for 
overall
> > statistics. I backtested it just fine and I came up with a list 
of
> > trades, but the report shows no trades. Any insight as to how I 
can
> > get an overall summary?
> > 
> > Thanks,
> > 
> > Jacques
> > 
> > 
> > Please note that this group is for discussion between users only.
> > 
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> > 
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > 
> > 
> > Yahoo! Groups Links
> > 
> > 
> > 
> > 
> > 
> 
> 
> -- 
> Cheers
> Graham
> http://e-wire.net.au/~eb_kavan/




------------------------ Yahoo! Groups Sponsor --------------------~--> 
What would our lives be like without music, dance, and theater?
Donate or volunteer in the arts today at Network for Good!
http://us.click.yahoo.com/Tcy2bD/SOnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html

 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/