|
PureBytes Links
Trading Reference Links
|
Tomasz,
I never said there is a bug. Pl reread my post before jumping to
conclusions. I wanted to verify if there is a bug and the only way, i
can do that is to to extract the actual MFE and MAE values from the
backtester. Once i have that, i will try to validate if it works fine
or if i made a error. My question was <quote> How can i extract the
MFE/MAE values instead of % from the backtester to validate it.
</quote>
Regards
Seede
The only question that i have is --- In
amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> I am getting sick and tired of such e-mails.
> Why don't you assume the reverse, i.e. that bracket trader
calculation is wrong????
>
> Plus you are comparing apples to oranges (percent to point), give
no info on periodicity you use,
> using of course WRONG settings in the backtester (see enormous
contracts number:
> 7320 EURUSD lots !!!!)
>
> There is an article in the KB that you should read first about
setting up for forex.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "murthysuresh" <money@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, September 06, 2007 10:53 PM
> Subject: [amibroker] backtester mfe/mae calculation
>
>
> > The backtester provides the mfe and mae in % only. When i
calculate
> > it by hand and using the bracketTrader, it provides in value
which on
> > further analysis does not transulate into matching % that
amibroker
> > provides.
> > here is the example.
> >
> > for eg.
> > Ticker EUR.USD-IDEALPRO-CASH
> > Trade Long
> > Date 06/09/2007 4:55
> > Price 1.3661
> > Ex. date 06/09/2007 5:10
> > Ex. Price 1.36665
> > % chg 0.04%
> > Profit 4.03
> > % Profit 0.04%
> > Contracts 7320.11
> > Position value 10000
> > Cum. Profit 4.03
> > # bars 4
> > Profit/bar 1.01
> > MAE -0.02%
> > MFE 0.04%
> > Scale In/Out 0/0
> >
> >
> > Bracket trader and visually looking at buy/sell signals on the
> > backtester chart provides the MFE and MAE to be
> > MAE -0.0002
> > MFE 0.0008
> >
> >
> > I have 4.96 version amibroker. Is this a Bug? How can i extract
the
> > MFE/MAE values instead of % from the backtester to confirm it.
> > regards
> >
> > Seede.
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
>
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|