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Hi Tomasz
Thanks to you and Graham for you comments.
You are both correct, I must be more specific.
I have a folder with all the information you need to recreate the
situation as I see it. This contains:
Data
Formula file (.afl)
Settings file (.abs)
Auto Analysis report (.csv)
Detailed description of problems. (.doc)
The folder is 6.7mb and I cannot load it to this group as the file
section is full. Please send me an email address so that I can send
it as an attachment if you are interested in looking at it. I will
also send it to AB support.
Anyone else interested, please email an address and I will send the
folder.
As ever, all help is appreciated.
Regards
Haders
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxx>
wrote:
>
> Hello,
>
> All calculations are correct. It is not surprising that even small
commissions
> can affect results very much especially if your trading system is
generating
> lots of trades with very small profits per trade. Look at the
result list
> and see what profits of SINGLE trades are. Even if you had
percentage commissions
> and you were using multiple positions
> then raising equity to $20000 would allow to enter larger positions
> (remember that if you are usign ROUND LOT SIZE > 0 trades are
rounded to specified lots and
> if your equity is small you may get much smaller trades)
>
> But then you have FIXED commision so they effectively are maller BY
HALF (percentage-wise)
> if you double the initial equity. In such case your profits
DEFINITELY MUST be very different.
>
> Anyway such discussion is rather pointless unless you provide all
results of your trading system.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "haders2003" <haders2003@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, March 10, 2006 6:05 AM
> Subject: [amibroker] Position score & logic problems
>
>
> > 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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