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Re: [amibroker] Incorrect backtest results on 2 Yahoo Databases



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Hi eric,

Just a friendly suggestion here; feel free to honor or ignore as you
wish:

When posting a columned chart, as you have done, particularly one
with many columns, just pasting it into an e-mail client is usually
going to produce something *extremely* difficult for other people to
read -- something like you see below.

Most people use some limit of line length, your own mail client may
be wrapping to some set length on send.  Other people have clients
that will wrap it upon receipt.  (An old standard that is often
ignored these days is 69 characters for a line wrap.)

I suggest taking a screen shot and posting it as an attachment.  At
least, I'd be much more inclined to try and decipher it then, since
the columns would all be lined up correctly, even the lines.

Others may say 'No,' because they don't receive e-mail, and thus
don't see attachments.  I cannot imagine why anyone would *not* want
to receive list mail directly, but to each his or her own.

Yuki

Monday, June 12, 2006, 8:11:22 AM, you wrote:

ep> Hi,

ep> I am having a problem with my Amibroker 4.80 installed
ep> software. I added a new database using yahoo free data
ep> from 1980-present, and I use an old db which is also
ep> from yahoo free data. The backtests are generating
ep> differect trades now depending on the data being used.


ep> Can anyone explain why this is occuring on multiple
ep> stocks? Thanks, Eric 


ep> Old Database works fine:

ep> Ticker	Trade	Date	Price	Ex. date	Ex. Price	% chg
ep> Profit	% Profit	Shares	Position value	Cum. Profit	#
ep> bars	Profit/bar	MAE	MFE	Scale In/Out	Initial risk $
ep> R-Multiple	
ep> VLO	Long (max loss)	1/2/2001	8.89439	1/5/2001	7.83583
ep> -11.90%	-775.67	-11.95%	730	6492.91	-775.67	4	-193.92
ep> -15.33%	2.02%	0/0	649.29	-1.19
ep> VLO	Long	2/7/2001	8.89081	3/13/2001	9.15781	3.00%
ep> 189.36	2.96%	720	6401.38	-586.31	24	7.89	-4.56%	7.76%
ep> 0/0	640.14	0.30
ep> VLO	Long (max loss)	5/11/2001	11.7763	6/14/2001
ep> 10.1556	-13.76%	-877.34	-13.80%	540	6359.22	-1463.65
ep> 24	-36.56	-13.89%	7.08%	0/0	635.92	-1.38
ep> VLO	Long (max loss)	4/1/2002	11.9591	4/24/2002	11.1162
ep> -7.05%	-448.84	-7.08%	530	6338.33	-1912.48	18	-24.94
ep> -7.05%	0.00%	0/0	633.83	-0.71
ep> VLO	Open Long	11/3/2003	10.4867	6/8/2006	58.62	459.00%
ep> 28877.60	458.96%	600	6292.00	26965.12	655	44.09	-0.73%
ep> 574.67%	0/0

ep> New Datbase with error:

ep> Ticker	Trade	Date	Price	Ex. date	Ex. Price	% chg
ep> Profit	% Profit	Shares	Position value	Cum. Profit	#
ep> bars	Profit/bar	MAE	MFE	Scale In/Out	Initial risk $
ep> R-Multiple	
ep> VLO	Long (max loss)	1/2/2001	8.88399	1/5/2001	7.82592
ep> -11.91%	-775.31	-11.95%	730	6485.31	-775.31	4	-193.83
ep> -15.34%	2.02%	0/0	648.53	-1.20
ep> VLO	Long	2/7/2001	8.88112	3/19/2001	8.21925	-7.45%
ep> -479.43	-7.50%	720	6394.41	-1254.74	28	-17.12	-9.18%
ep> 7.76%	0/0	639.44	-0.75
ep> VLO	Long	4/9/2001	9.14245	5/8/2001	10.2592	12.21%
ep> 778.92	12.17%	700	6399.72	-475.82	21	37.09	-0.03%
ep> 28.76%	0/0	639.97	1.22
ep> VLO	Long	5/11/2001	11.7665	5/31/2001	10.7882	-8.31%
ep> -530.47	-8.35%	540	6353.92	-1006.29	14	-37.89	-8.57%
ep> 7.01%	0/0	635.39	-0.83
ep> VLO	Long (max loss)	4/1/2002	11.9389	4/24/2002	11.1062
ep> -6.97%	-443.47	-7.01%	530	6327.64	-1449.76	18	-24.64
ep> -7.00%	0.00%	0/0	632.76	-0.70
ep> VLO	Long	11/3/2003	10.4766	8/6/2004	16.6806	59.22%
ep> 3781.98	59.18%	610	6390.74	2332.22	191	19.80	-0.73%
ep> 86.00%	0/0	639.07	5.92
ep> VLO	Long	11/17/2004	21.0943	1/6/2005	20.9296	-0.78%
ep> -52.30	-0.80%	310	6539.24	2279.92	35	-1.49	-3.07%
ep> 12.53%	0/0	653.92	-0.08
ep> VLO	Long	1/14/2005	23.304	4/18/2005	33.1954	42.45%
ep> 2768.48	42.43%	280	6525.11	5048.39	64	43.26	-0.77%
ep> 74.75%	0/0	652.51	4.24