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Hello,
Yes it checks by default if you don't exceed 10% of day's volume.
You can adjust / turn it off in AA Settings->Portfolio:
"Limit trade size as % of entry bar volume"
This is explained in the User's Guide;
http://www.amibroker.com/guide/w_settings.html
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "intermilan04" <intermilan04@xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, June 08, 2006 4:13 PM
Subject: [amibroker] Re: Interpreting backtest results
> Terry,
>
> At this point I am thinking maybe the backtester checks for particular
> stock's volume and wouldn't let me buy more than that. So the
> long-term case had too much money, cannot use all the money into
> stocks, thus resulted in smaller loss.
>
> This is sort of like a situation where I have $10000, spend $100 on a
> stock and blow it all. Sure, the $100 is gone, but I still have $9900
> left.
>
> I am yet to verify if this is indeed the case, but if it was, I am
> afraid backtester wouldn't work too well for a long-term simulation.
>
> Regards,
>
> intermilan04
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxx> wrote:
>>
>> Max System Drawdowns are compared to available equity. Your long term
>> test has tons of available equity so the losses by comparison are small.
>> --
>> Terry
>> -----Original Message-----
>> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
>> Behalf Of intermilan04
>> Sent: Wednesday, June 07, 2006 21:17
>> To: amibroker@xxxxxxxxxxxxxxx
>> Subject: [amibroker] Interpreting backtest results
>>
>> Hi all,
>>
>> I'm having trouble interpreting the result of my backtest where:
>>
>> 1) When I backtested my system between 1996-2006, my equity as of
>> 2004/1/1 was 239,047,456 and 2004/12/31 was $235,772,048, loss of 2%
>> for the year of 2004.
>>
>> 2) when I backtested THE SAME SYSTEM from 2004/1/1 to 2004/12/31 (just
>> that particular year of 2004), my equity goes from $30000 to $19417
>> for a loss of whooping 35% for the year of 2004.
>>
>> Although the amount of money is different for the former and the
>> latter, the backtester makes same trades throughout 2004 (i.e. if the
>> former trades ABC on 2004/3/3, so does the latter). I split my funds
>> evenly among 4 trades at once. However, the former only loses 2%
>> throughout the year of 2004 while the latter loses 35%.
>>
>> If anyone has seen something like this, could you please explain as to
>> why this may occur?
>>
>> Thank you in advance,
>>
>> intermilan04
>>
>>
>>
>>
>>
>>
>>
>> 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
>>
>
>
>
>
>
>
>
> 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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