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[amibroker] Re: Backtesting Reports



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Hey guys,

Thanks for the info. I finally got the report I wanted, but I had to 
use the old backtester. When I try to get the same report using the 
new backtester I only get results for the last symbol in my 
database.  In this case a stock that didn't give any buy signals. 
Question however: Do you guys use the old or new backtester? I'm 
just wondering why I can't get the report to come out correctly 
using the new backtester. For some reason it's only showing my very 
last row in the reports screen. Any suggestions or input? I really 
appreciate the responses so far. Thanks.

Jacques

--- In amibroker@xxxxxxxxxxxxxxx, "alonzo798" <qqquentin@xxxx> wrote:
> 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/




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