|
PureBytes Links
Trading Reference Links
|
|
Hello,
Yes that's correct.
But as I understand this may create confusion I will change
that in 4.80.0
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Monday, April 10, 2006 3:06
PM
Subject: [amibroker] Re: Scale Out
problem
Okay, so if I understand you, parital exits are NOT
included in the
the report statistics (Win%,Loss%, Win$, Loss$, etc) only
final exits
that close the position ?
Therefore, for any system
which uses multiple exits, the report
statistics will not accurately
reflect the behavoir of the system, but
equity is correct though
?
Regards,
- Mike
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz
Janeczko" <amibroker@xxx> wrote:
>
> Hello,
>
>
Yes it does that because scale-out profits are added to cash
(equity)
already.
>
> If they were reported in the closed trade profit
they will be
accounted twice.
> So in the trade list and stats you
see CLOSING profits reported (as
of number of shares
> that remained
when trade was exited). Otherwise portfolio-level
equity would be
incorrect.
>
> This is so because total portfolio equity is cash
+ profits of
closed trades,
> when scaling out - part of position is
liquidated and it returns to
cash so it can
> not be reported second
time in profit.
> I understand that it would be easier for your eyes to
see the same
values everywhere
> but the way equity tracking works
(so portfolio equity is always
cash + closed trades)
> and the fact
that scaling out increases cash value makes thing
complicated.
>
>
> Best regards,
> Tomasz Janeczko
>
amibroker.com
> ----- Original Message -----
> From: Mike
> To:
amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, April 10, 2006
2:11 PM
> Subject: [amibroker] Re: Scale Out bug -
BUG
>
>
> Please re-read my original message,
you should have a copy handy. The
> question you
answered was not asked.
>
> My problem that I have
isn't that there's only ONE trade generated it
> is that the
NET PROFIT in the reported is different that the TOTAL
>
PROFIT when there is only 1 winner and 0 losers. For the example
I
> gave, the TOTAL PROFIT is 101.83, TOTAL LOSSES is 0.00,
and NET PROFIT
> IS 151.83... 101.83 + 0.00 !=
151.83.
>
> I've posted an image here.
>
>
http://f3.grp.yahoofs.com/v1/wEg6REsckvTPv-u-rdxKp8qTTA5_3i-08ttLaXQ6HL9lujXhsEuQzmCp2j8N4EeZwGAghhYxRoGclZ-YBhJr4vfe1qABxHsRM0B4sAI/Bug_ScaleOut.jpg
>
> Please let me know if you need further
clarification.
>
> Regards,
>
> - Mike
>
>
> --- In
amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<amibroker@>
wrote:
> >
> >
Hello,
> >
> > 1. Automated
responder is providing you with the information for the
>
next time you want to report something.
> > Since you
already sent this to different address, there is no need
>
to resend because it gets delivered with the very first
time.
> >
> > 2. If you already
send this to us I see no reason to send this to
> the list.
No one except me is going to take care about this anyway.
>
> I stated it hundreds of times that no one except me is able
to
> autoritatively confirm or deny the problem
because
> > people do not have source codes.
> > So if you already sent it to bugs or support you
should simply allow
> us to respond first, instead of
generating extra traffic and pressure.
> >
> > 3. As to "Perhaps, a short blurb clearly describing
the problem
> reporting protocol"
> >
> > It is already included in the footer of EVERY
message that appears
> on this mailing
list.
> >
> > "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"
> >
> > Where 'support' means ANY kind of communication
between user and
> developer.
> >
> > You are free to choose whenever you prefer support
address or
> feedback center (some
people
> > prefer e-mail some web based
forms).
> >
> > 4. As to the
problem itself reported in point 2 - your assumptions
> that
you found a 'bug' are incorrect.
> >
>
> I have run the code you have supplied and it generates ONLY
ONE
> TRADE during entire backtest
period,
> > so of course there is only ONE winner and
ZERO losers.
> >
> > The fact that
you scaling in/out does NOT matter since pyramided
> trade
considered still as SINGLE trade
> > (scaling in/out
causes that average entry and exit prices are
>
calculated).
> > Before submitting the 'bug' report
always consult the USER GUIDE.
> > And it says: http://www.amibroker.com/guide/h_pyramid.html
>
>
> > IMPORTANT: Please note that backtester treats
trade that you
> scale-in/out as SINGLE trade (i.e. will
show single row in trade
> list). The only difference versus
plain trade is that it will
> calculate average entry price
(and avg. entry fx rate) based on all
> partial entries and
average exit price (and avg. exit fx rate) based
> on all
parial exits and will show average prices in entry/exit
price
> field. The commission is of course applied correctly
to each (partial)
> entry/exit depending on partial buy/sell
size.
> >
> > If you have read
this, you won't be submitting 3 'no-bug' reports.
> >
> > Best regards,
> > Tomasz
Janeczko
> > amibroker.com
>
> ----- Original Message -----
>
> From: Mike
> > To:
amibroker@xxxxxxxxxxxxxxx
> > Sent: Monday,
April 10, 2006 1:10 PM
> > Subject:
[amibroker] Re: Scale Out bug
> >
>
>
> > I was under the impression that
this list was a user group.
My intent
> >
in posting here was to request input from the user base in
case
the
> > error was mine. Is there a
different user group where I can
request
>
> input from the user base without offending the developer
?
> >
> > The reason
you received two e-mails is because the first I sent to
>
> bugs@ because every time Amibroker is booted there's
a
> > message that states: "bug reports:
bugs@". However, when
> > I sent the
message to bugs@, I received an automated
> >
response stating that:
> >
>
>
===========================================================
>
> Hello,
> >
>
> Thank you for your e-mail.
>
> Please note that starting from July 14, 2004 all kind
of
technical
> > support
questions/reports should be sent to
> >
SUPPORT@
> >
> > bugs@
address is left only for sending automatic crash
>
> recovery reports generated by AmiBroker.
>
>
> >
===========================================================
>
>
> > So, I followed the instructions of
the e-mail and forwarded a
copy, as
> >
instructed, to support@
> >
>
> Perhaps, a short blurb clearly describing the problem
reporting
> > protocol you wish to have
followed would be of help. As it
stands,
>
> I'm still unclear on which of the 4 methods is the proper
(bugs@,
> > support@, this list, or the
FEEDBACK center).
> >
>
> Anyway, I appreciate the prompt response.
>
>
> > Regards,
> >
> > - Mike
> >
> > --- In amibroker@xxxxxxxxxxxxxxx,
"Tomasz Janeczko" <amibroker@>
>
wrote:
> > >
>
> > Hello,
> > >
> > > Firstly do not send thing in three
places at once. I have
received
> > THREE
copies
> > > of this letter (bugs, support
and list).
> > > It is frustrating *and*
time consuming to have to answer
THREE times
>
> to one person.
> > >
> > > Also there is a FEEDBACK CENTER
at
> > http://www.amibroker.com/feedback/
where
> > > it is recommended to send
this.
> >
> >
>
>
> >
> >
>
>
> >
> > 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
> >
> > a.. Visit your group
"amibroker" on the web.
>
>
>
> b.. To unsubscribe from this group, send an
email to:
> >
amibroker-unsubscribe@xxxxxxxxxxxxxxx
>
>
>
> c.. Your use of Yahoo! Groups is subject to
the Yahoo! Terms of
> Service.
> >
> >
> >
>
------------------------------------------------------------------------------
>
>
>
>
>
>
>
> 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
>
> a.. Visit
your group "amibroker" on the web.
>
> b.. To unsubscribe from this group,
send an email to:
>
amibroker-unsubscribe@xxxxxxxxxxxxxxx
>
> c.. Your use of Yahoo! Groups is
subject to the Yahoo! Terms of
Service.
>
>
>
------------------------------------------------------------------------------
>
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
SPONSORED LINKS
YAHOO! GROUPS LINKS
|
|