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@xxxxxxxxxps.com,
"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@...>
> To: <amibroker@xxxxxxxxxps.com>
>
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@xxxxxxxxxps.com,
"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@xxxxxxxxxps.com>
>
>> 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@xxxxxxxxxps.com,
"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@xxxxxxxxxps.com>
>
>> >> 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
> >
> >
>
>
> >
> >
>