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Tomasz,
I am THRILLED that we have resolved his,but I think this is a very interesting way of displayng the interest accrued on available cash.BTW,disregard my email to you as I see that the interst number is not calculated in any profitability ratios..
I do think that there must be a better way to display interest earned on available cash.Currently,if you are only trading Long positions,all interest shows up in REPORTS as NET PROFIT under Short Positions..that is VERY confusing and not very intuitive.The reverse is obviously true when I am trading only short positions and the interest is displayed ans Long Net Profit...Where it gets really confusing is when I trade a system that goes Long and Short....How could I know My trading P&L...
Before you answer me,i know what you are going to say..Set the interest rate to Zero!!!!!!!
Perhaps we could have a separate line item that shows interest income as opposed to lumping it in with Trading P&L..
With that said,is it safe to assume that the INTEREST Rate field in settings also sete the rate for debit balances in a margin account???
I really think you need to have a separate line item for interest debited or credited as opposed to lumping them in with trading P&L..And for sure,dont have interest income under trading P&L for Short positions when the system only goes LONG!!!!!!
Thank You,
Allan
----- Original Message -----
From: Tomasz Janeczko <groups@xxxxxxxxxxxxx>
Date: Friday, July 7, 2006 4:00 pm
Subject: Re: RE: [amibroker] Crazy backtest results
> Hello,
>
> Marcin somehow did not see the obvious - you have set non-zero
> interest rate that's why you get such results
> (interest rate is calculated from "remaining" money and
> "remaining" money is different in "all", "short" and "long" columns
> so clearly profit figures can sum the way you think). Set
> "interest rate" in the Settings to zero and then you will get the
> resultsyou were expecting.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: allansn@xxxxxxxxxxxxx
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, July 07, 2006 8:41 PM
> Subject: Re: RE: [amibroker] Crazy backtest results
>
>
>
> 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
> >
> >
> >
> >
> >
> >
> >
> >
>
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