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How would you go about calc'ng B&H on an entire portfolio where you used
scoring, etc?
d
_____
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of allansn@xxxxxxxxxxxxx
Sent: Tuesday, July 11, 2006 8:44 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Comparitive Buy and Hold returns
with that said,I can not find buy and hold returns on the new report....
----- Original Message -----
From: Tomasz Janeczko <groups@xxxxxxxxxxxxx>
Date: Monday, July 10, 2006 5:08 pm
Subject: Re: [amibroker] Comparitive Buy and Hold returns
> 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
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> >
>
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