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Allen,
I was about to take a look at your code, but I see Tomasz has found the
solution.
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of Tomasz Janeczko
Sent: Friday, July 07, 2006 14:00
To: amibroker@xxxxxxxxxxxxxxx
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 results
you 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
>
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