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

[amibroker] Re: Backtesting Reports



PureBytes Links

Trading Reference Links

Jacques,

Graham's solution should do it.  Individual backtest should give you
one row per trade, not per symbol.  So the total number of trades =
total number of rows.

Perhaps you should check if your system gives you more than a trade
per symbol.

Regards,

Quentin

--- In amibroker@xxxxxxxxxxxxxxx, "jacquesmmathieu"
<jacquesmmathieu@xxxx> wrote:
> 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/