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Thank you so much for this explanation Tomasz,
so, can I say, that Metastock will tell how much you can make but not
how much you have to invest in it?
best regards and once again thank you for your patience.
pat
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Metastock tester is NOT doing portfolio backtest but a set of N
individual single-symbol tests without reference to each other.
> Like you were having N-individual accounts and N-times the funds. So
if you say test on 500 stocks it assumes you have 500x the
> money.
> Simply not realistic.
>
> AmiBroker does the right thing. It simulates common account and
trades all securities from single account with trades on one
> security potentially
> influencing others by decreasing/increasing account funds as in real
life.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "metastockv10" <metastockv10@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, October 05, 2007 10:43 PM
> Subject: [amibroker] Re: test
>
>
> > 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@> 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@>
> >> 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.
> >
> > 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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