|
PureBytes Links
Trading Reference Links
|
Hello,
1. Yes
2. Yes from mathematical standpoint however you would NOT be able to enter that many positions with limited capital
so these results are theoretical only.
3. OLD backtester is phased out. It is there only for people who had some resutls from versions 4.40 or earlier stored somewhere and
want to reproduce old backtests for some reason.
All new code should use NEW portfolio-level backtester only.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: allansn@xxxxxxxxxxxxx
To: amibroker@xxxxxxxxxxxxxxx
Sent: Monday, July 10, 2006 9:59 PM
Subject: Re: [amibroker] Comparitive Buy and Hold returns
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
> >
> >
> >
> >
> >
> >
> >
> >
> >
>
|