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Hi Graham, thanks for the reply.
There must be something fundamentally wrong with what I am doing.
I am following your suggestions (actually, I had those already), but
still get the same - to me, wrong - results.
Ex. running a backtest with a 1 per trade in commission, will give me
a net profit of 814.35 over 69 trades.
Raising the commission to 2 per trade, give me a net profit of 630.86.
Now, since there are 69 trades reported, to my liking, the difference
between those two figures should be 69, but as you can see, it is
183.49 (/69 = 2.659...).
As for the actual net profit, this is clearly not given to me in
points, as the Dow Futures should not give decimal places (like a net
profit of 997.84 with 0 in commission).
Again I ask: What settings do I need to simply get reported the pips
earned?
I use Futures Mode, and have 0 in Limit trade sizeas % of volume...
If I missed something in you reply, my apologies, but I simply cannot
get this going. This is naturally frustrating because until I
understand where I am going wrong, I cannot trust the numbers I get
from the backtest.
Your input is appreciated!
All the best...
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>
> you could try using settings ofr trading futures. This sets a certain
> $ amount per trade although you are only trading 1 contract.
> You could also try changing the actual buy/sell/short/cover prices to
> equivalent points and turn off the usebarrange prices
>
> --
> 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 12/8/05, jydejyde <cj@xxxx> wrote:
> > I posted this at the forum, no
> > reply(http://www.amibroker.org/boards/viewtopic.php?t=1546). As it is
> > more lively here, I hope someone will give me a hand...)
> >
> > *******************************
> >
> > What would be the best way to get the backtest report in points (as
> > opposed to money)?
> >
> > One way to simulate that would simply be to enter a position size of 1
> > but I don't quite seem to be able to do it. I have tried using:
> > SetPositionSize(1, spsValue);
> > but that just results in no trades are taken at all for some reason.
> >
> > This also reflect on the commission, where I simply want it to be per
> > trade (as it says), not times shares or lots.
> > Ex. if the system generates 100 trades, and my commision per trade is
> > set to 5, each trade should cost 5, coming to a total of 500.
> > Somehow I cannot make this happen.
> >
> > To sum: I want the report to tell me how many points where made, and
> > Total minus (no_of_trades * commission_per_trade).
> >
> > As I am spreadbetting, these are my needs, although I know it does not
> > make much sence outside SB.
> >
> > Hope I make sense...
> >
> > All the best...
> >
> >
> >
> >
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> >
> >
>
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