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I've had no joy getting accurate profit calculations for FX w/ rate to base conversion. As a
consequence all of the backtesters lovely stats are meaningless. I use explorations for profit calc
and hand-calculate some stats in a speadsheet. Here's a link to my bug report - feel free to add to
it! GRANT
http://www.amibroker.com/feedback/view_bug.php?bug_id=707
dralexchambers wrote:
> Hi,
>
> My trading system is as follows:
>
> LongSetup = Cross(PDI(8),MDI(8));
> Longstop = Low - 0.0050; // This is FX: 50 points trailing stop
> Stopbuy = High + 0.0005; // Buy point is 5 points above high of setup
> day
>
> Buy = H>StopBuy;
> BuyPrice = Max(Open,StopBuy);
>
> Sell = L < LongStop;
> SellPrice = Min(Open,LongStop);
>
> Buy = ExRem( Buy, Sell );
> Sell = ExRem( Sell, Buy );
>
>
> This works fine in the backtester. However, the risk:reward ratio
> stats are wrong.
>
> Risk:Reward should be:
>
> (SellPrice - BuyPrice) / (Stopbuy - Longstop)
> [Reward] [Risk]
>
> So...
>
> How does Amibroker know that SellPrice, buyPrice, Stopbuy and
> longstop are my variables to use for Stats calculations? It doesn't
> seem to, therefore, the stats are wrong!!!
>
> Alex
>
>
>
> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>
>
>
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