Re: [amibroker] Old Backtester featuring "Buy and Hold"

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Hello,

Yes, but.. OLD backtester is SINGLE security backtester.
Therefore it is obvious to implement buy and hold on single security.

Portfolio backtester backtests entire portfolio. Potentially you can
run your system for example on all US-traded stocks. Under normal circumstances
you can not "buy and hold" all US-traded stocks because you would
need to have enourmous amounts of cash.

Therefore "buy and hold" in case of portfolio when there are many symbols
under test is unrealistic. One possibility is to use market index like SP500
and just use the index to perform "buy and hold" simulation.
In such case the results will be constant regardless of system you use.
To run "buy and hold" test on SP500, select SP500 as current symbol,
then switch backtester to "current symbol" and use the following formula:

Buy = Status("firstbarintest");
Sell = Status("lastbarintest"); 

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Walter Lepore" <electricwally77@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, November 24, 2007 4:33 PM
Subject: [amibroker] Old Backtester featuring "Buy and Hold"


> Hi Members
> 
> Can anyone please tell me if the "Buy and Hold" results in the Old
> Backtester (v4.4)will be made available in the "Individual Backtest
> and Portfolio Backtest. It's nice If I can see all results in one report. 
> 
> Perhaps there is already a way I can view this but I'm still llearning
> the interface.
> 
> Thank you for your patience
> 
> Walter
> 
> 
> 
> 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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