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Hi Tomasz,
thank you for that link.
I just can't belive it. Making my research (based on opinions of other
users - I am not experienced enough to have my own opinion) it
appeared that MS is one of the best AT programe.
Since "system tester" is found as a one of the most important features
in that kind of programme, how aplication which has a tester not
working propely can be admitted as one of the best.
I also can't believe that they haven't improved it yet. It seems like
users noticed that few version of MS ago.
That is a big POINT for you - they can't do what you did. Congratulations.
Thanks again for your explanations, it was very helpful for me.
Best regards
pat
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> > so, can I say, that Metastock will tell how much you can make but not
> > how much you have to invest in it?
>
> No. You will get results that have nothing common with reality.
>
> Use www.google.com and you will easily find why MS tester is flawed.
> One of hits: http://searchwarp.com/swa18259.htm
> (This is for version 8 but it did not change in version 10 as well)
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "metastockv10" <metastockv10@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, October 06, 2007 7:42 AM
> Subject: [amibroker] Re: test
>
>
> > 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@> 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@>
> >> 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.
> >
> > 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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SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
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