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Not certain what the errors are, you do not say what the problems are
One database has different price values than the other, which is
giving you slightly different test results. I can also assume the
first set of results has data that finishes in 2003
--
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 12/06/06, Yuki Taga <yukitaga@xxxxxxxxxxxxx> wrote:
> 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
>
>
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