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

[amibroker] Re: Backtesting Reports



PureBytes Links

Trading Reference Links

Tomas,

Thanks for the response. I actually did that too, but I also figured 
out that I could use the old backtester as well. Still some problems 
with it when I analyze my entire database, but I get results. I saw a 
link to report bugs to amibroker, so I think I'll do that some time 
today.

Thanks again,

Jacques

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




------------------------ 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/