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am confused, if there is no equity left how can a backtest continue?
in real life if the bank account is empty i cannot trade
Perhaps you should code in a top up for the account during the backtest.
If equity<initial equity/10 add 10*equity
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 12/3/05, treliff <treliff@xxxxxxxxx> wrote:
> Thanks, glad you agree: for one who finds his $100 stock dropped to
> 40¢ a Ruin Stop is useless.
>
> The problem is more realistic in complex leveraged positions, one
> that trades for 50¢ today, $1 tomorrow and 30¢ the day after.
> Hats off to a backtester that has closed your short at $1. Merci!!
> Thanks for thinking along!!
>
> No need to follow the details, my friend. My estimated bottom
> line: for 99.96% of users the Ruin Stop is useless, for the remaining
> 0.04% it's a hindrance. It shouldn't be there, period.
>
> But as a compromise: just let me switch it off while you can keep it
> on. Could it be more fair ???
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> >
> > well, you've got to be the only guy I know that would find the drop
> of a
> > $100 stock to 40 cents endurable. And then you blast TJ for it?
> Give me a
> > farking break duude. Read up on the term "drawdown".
> >
> > d
> >
> >
> > _____
> >
> > From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
> On Behalf
> > Of treliff
> > Sent: Friday, December 02, 2005 10:39 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Disable Fixed Ruin Stop (6)?
> >
> >
> > An intrusive, incomprehensibly ridiculous feature of this otherwise
> > great program. It completely ignores multi-leg positions.
> >
> > A bizarre example I posted earlier: as I incorporate options in my
> > positions, while my long leg makes $2 , my short leg is amputated
> > with a $0.20 loss because of this Ruin Stop.
> >
> > But even without that, when my $100 stock has dropped to 40¢, is
> > it really time to sell? To limit my losses?? Absurd!
> >
> > Unfortunately, few users seem to empathize. A short discussion via
> > customer support also stranded with no result.
> >
> > A quote from Tomasz in an earlier message:
> >
> > > Currently ruin stop has precedence over all other kinds of stops.
> > > I may provide a setting to change this in the future.
> >
> > Let's hope the next release will have a switch to simply kill it.
> May
> > the program enhance our possibilities, not limit them by
> > pre-conceived notions about old days risk management.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "fanziguk" <maxdanzig@xxxx> wrote:
> > >
> > > Hi
> > >
> > > Does anyone know a way to disable the Fixed Ruin Stop (99.96%)
> exit
> > > that seems to be automatic.
> > >
> > > I would prefer to handle such risk of ruin situations in my own
> way.
> > >
> > > Many thanks
> > >
> > > max
> > >
> >
> >
> >
> >
> >
> >
> >
> > 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
> >
> >
> >
> > * Visit your group "amibroker
> > <http://groups.yahoo.com/group/amibroker> " on the web.
> >
> >
> > * To unsubscribe from this group, send an email to:
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> >
> >
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> >
> >
> > _____
> >
>
>
>
>
>
>
>
> 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
>
>
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>
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