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Tomasz,
I have read this chapter about portfolio based backtesting. It is said
that portfolio is your equity+ sum of open positions. Basicly i think
i got it how it works in AB
Could you tell me what they mean in Metastock by portfolio - beacause
it is said that during testing you can opitimize your portfolio. Do
they mean something else by that?
And how it can work without positioning function - It is going to buy
one kind of security for your whole money?
I am sorry that I am asking you about MS - I know you can just don't
care...but it is hard to find all those things from their manual and
as far as i am concerned you are preety oriented in MS also.
I just need to catch some basic differences about MS and AB.
Thanks in advance for your help
best regards pat
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Hello,
>
> You can use simple EMA cross over for example
>
> Buy = Cross( Close, MA( C, 50 ) );
> Sell = Cross( MA( C, 50 ), Close );
>
>
> IN "MS" speek it would be
> Cross( Close, Mov( C, 50, "S" ) )
>
> Cross( Mov( C, 50, "S" ), Close )
>
>
> But frankly speaking the comparision you are trying to do makes no sense
> for one fact: MS is not true porfolio-level backtester. They allow
to run on basket,
> but it is not true portfolio-level backtest with one shared equity,
without dynamic
> positionscoring/rotation and scaling. There is simply no comparision
between AB and MS.
>
> Also to see real differences in speed you would need to run serious
backtest
> on for example more than 100000 intraday bars (MS can't do that - it
is limited to 65000)
> or on entire US market (8000+ symbols - again MS can't do that - its
database is limited to 6000 symbols).
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "metastockv10" <metastockv10@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, October 05, 2007 12:39 PM
> Subject: [amibroker] test
>
>
> > Hi,
> > does any one can tell me if I can find somewhere, examles of systems,
> > which i can use both in Amibroker and Metastock. What I would like to
> > do is to insert this system to Amibroker and Metastock and run it on
> > both of theme. Then I would like to compere the results. It should be
> > something that will take to test about one minute - it can be
> > something very simple becose then you can't notice the differences. I
> > know I should write something like that by my self but I can't and I
> > am runnig out of time, so there is no chance i will learn it so fast.
> > I just need those results. ANy one can help me with that? I can see
> > that testing speed is a hot topic today here because of new update of
> > Amibroker.
> > Best Regards
> > Pat
> >
> >
> >
> > 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.
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