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So,if the system is a losing system and has a an average loss as opposed to profit,will the result be apx((approx (number of symbols) * avg. loss ) ??
Are the buy and hold stats accurate?
Where can i find the definitions for the old backtest??
----- 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
> >
> >
> >
> >
> >
> >
> >
> >
> >
>
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