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Re: [amibroker] Position score & logic problems



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The returns from what I ahve found depends a lot on the actual amounts
of profit/loss and how you ahve set your commissions.
If your system provides a lot of small profits roughly equalling your
commissions then this will greatly affect how the system does not
behave as you would expect.

Would need more information about the positionscore like details of an
entry bar in question where you have more entry signals than available
positions
Number spots available at that bar
Signals and the positionscore for those stocks on that bar

If you have a problem why not try sending an email to support and you
can iclude all your system information and they can actually run it
and report back if the system needs mods or if the program needs
fixes. We can help if you provide some information, but a general "it
does not work" serves no useful purpose.



--
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 3/10/06, haders2003 <haders2003@xxxxxxxxx> wrote:
> Hi
>
> I am having a problem with the position score function amongst other
> things.
>
> I have it set as in the example in the help file ie
> PositionScore = 100-(RSI(10));// prefer stocks that have low RSI;
>
> It seems to be missing stocks that meet the buy criteria and have
> lower
> RSI values than the ones it chooses.
>
> Also, is anyone aware of problems with the commission settings.  If I
> set commission to only $1 and start with $10,000 as initial equity it
> has a large effect on final results, much larger than it should.
>
> If I set initial equity to $10,000 and run a test, and get say a 10%
> return, then change equity to $20,000 and run the test again, I get
> something other than 10%.  I am careful to make sure that position
> size is defined as % of equity, not a fixed sum. All settings are
> disabled.
>
> I've been very frustrated dealing with Metastock over the past few
> years and had hoped AB would be better.  I like the program a lot but
> do not at this point have confidence in it's logic.
>
> Has anyone else had these problems or others?
>
> Help is appreciated.
>
> Regards
>
> Haders
>
>
>
>
>
>
> 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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