[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: RE: [amibroker] Crazy backtest results



PureBytes Links

Trading Reference Links

Hi terry,
I have been going back and forth with Marcin all day long....We simply can NOT get it to function correctly.Not only that,if I run LONG trades only from settings,I am still getting P&L from short trades under reports..
If I run short trades only,I am still getting p&L from the long trades under reports..Even more bizzare is the same P&L number is poping up when it shouldnt....Plus the net trades do not = short +long p&L...
The code was very simple and he has checked my settings and code..I will send along some attatchments,but please bare with me..I am a programming IDIOT!!!

Allan


----- Original Message -----
From: Terry <MagicTH@xxxxxxxxxxx>
Date: Friday, July 7, 2006 1:34 pm
Subject: RE: [amibroker] Crazy backtest results
> Quick answer. The backtester works. No question about that at all. 
> So, you have wrong settings, wrong code or other problems. 
> If you post some code and what equities you are trading, then we can 
> help. 
> -- 
> Terry 
> 
> -----Original Message----- 
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On 
> Behalf Of matrix10014 
> Sent: Friday, July 07, 2006 09:26 
> To: amibroker@xxxxxxxxxxxxxxx 
> Subject: [amibroker] Crazy backtest results 
> 
> Hi all, 
> 
> new user to AMI,and was running some simple backtests.Much to my 
> suprise,the backtest report is distributing 100% innacurate results. 
> 
> How does the backtester come up with a net loss of (6015.37),when 
> it 
> appears that the long trades netted $7695.35 while the short 
> trades 
> only lost (5534.03).I would think that I shoild have a net profit 
> of 
> 1679.98....How can this be???Thank you!!! 
> 
> For the record,much more bizzare things are happening.For 
> instance,I 
> have selected in settings "LONG" trades,and in the trade 
> reports,no 
> short trades are entere,but I do have a SHORT P&L in the reports.. 
> 
> Here is a copy of reports 
> 
> 
>                    All trades       Long trades     Short trades 
> Initial capital      200000.00       200000.00        200000.00 
> 
> Ending capital     193984.60          207695.35        194465.97 
> 
> Net Profit          -6015.37            7695.35        5534.03 
> 
> 
> any help deeply appreciated 
> 
> Allan 
> 
> 
> 
> 
> 
> 
> 
> 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 
> 
> 
> 
> 
> 
> 
> 
>