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[amibroker] Re: Backtesting Reports



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Hi Jacques,

I had the same problem too. To quickly solve it, you can export all 
the trades into csv file and make all the necessary statistics in 
excel. It's not smart but it works
Tomas

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