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Hi guys,
Sorry for the poor presentation.
The data appears to be the same, as for example in the
explore window 1356 signals were generated for VLO
from 1/1/2001-6/9/2006 on both databases but the
backtester
made different trades for some unknown reason.
It doesnt make sense to me, because this happened on
several other stocks that I tested on both databases.
Eric
--- Graham <kavemanperth@xxxxxxxxx> wrote:
> 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
> >
> >
> >
> >
> >
> >
> >
> >
> > 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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