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And one more question about your formula which is usig simple MA.
I have tested it on ^DJI - in period from 1995.01.01 till now
As a initial capital i took 10000 ( default in programme) and my
ending capital was 16310.57.
I did the same thing in Metastock and it shows as anding capital the
amount: 116286.68.
So performance in MS is 1162.87 % when in AB it is 63.11 %. It is huge
difference. Is it becouse of "portfolio based back testing" which you
were talking about or maybe I did something wrong. Please let me know
if it is common that there are such a huge differences between results.
Best Regards
Pat
--- In amibroker@xxxxxxxxxxxxxxx, "metastockv10" <metastockv10@xxx> wrote:
>
> Hi Tomasz,
> i have a question about formula which you gave me. You told me that I
> should use in my system exponetial moving averages crossover, so
> shuold'n it be "EMA" instead of "MA" in the formula?
> If yes, could you tell me how can I right this funcion also in
Metastock
> "EMA" doesn't work and I can't find it anywhere, there are only double
> and triple exponetial MA like DEMA and TEMA.
> Could you also help me to right formual in AFL which i posted in
> messege topic : "FORMULA" and tell me how to set up those options in
> AB which I was talking about in topic "formula". Do I have to right
> them in AFL code or is there some solution to pick them up from some
menu?
> And the last thing I would like to ask is about how to write this
> "expert advisor" formula in AmiBroker guru commentary?
> Thank you in advance
> 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
> > >
> > >
> > >
> > >
> > >
> >
>
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