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Re: [amibroker] Comparitive Buy and Hold returns



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Hi thomasZ,
You have no idea how many hours of agony you just saved me...


----- Original Message -----
From: Tomasz Janeczko <groups@xxxxxxxxxxxxx>
Date: Monday, July 10, 2006 2:59 pm
Subject: Re: [amibroker] Comparitive Buy and Hold returns
> Hello, 
> 
> Please note that OLD backtester is not portfolio backtester. 
> It backtests each security *separately* and sums up the results 
> so your profits will be much higher (approx (number of symbols) * 
> avg. profit ) 
> 
> Best regards, 
> Tomasz Janeczko 
> amibroker.com 
> ----- Original Message ----- 
> From: "matrix10014" <allansn@xxxxxxxxxxxxx> 
> To: <amibroker@xxxxxxxxxxxxxxx> 
> Sent: Monday, July 10, 2006 6:35 PM 
> Subject: [amibroker] Comparitive Buy and Hold returns 
> 
> 
> > Can someone please tell me where in reports you can easily see 
> how 
> > your system did relative to a buy and hold strategy?? 
> > 
> > I did see some Buy and Hold stats in the Old backtester,but some 
> of 
> > the numbers were of by a factor of 10-100.. 
> > 
> > 
> > Total net profit: 532108.89   Total commissions paid: 0.00 
> > Return on account: 6.82 %    Open position gain/loss 11931.24 
> > Buy&Hold profit: 3657774.41   Bars (avg. days) in test: 13351 
> (250) 
> > Buy&Hold % return: 46.89%   System to Buy&Hold index: -85.45% 
> >  
> > Annual system % return: 10.11%   Annual B&H % return: 75.32% 
> >  
> > 
> > those numbers posted were on a $100,000 account!!I have no idea 
> where 
> > the total net profit number of 532,108.89 came from..And I 
> really dont 
> > know how a 532,108 profit only generates a 6.82% return on a 
> $100000 
> > account 
> > 
> > Thanks 
> > 
> > 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 
> > 
> > 
> > 
> > 
> > 
> > 
> > 
> > 
> > 
>