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Hi Tomasz
Thank you. Yes, I now understand about the "Buy and Hold" report
results in regards to the "Portfolio Back Test".
Will the "Buy and Hold" report result which is available only on the
OLD Back Test (v4.4) eventually be available on the "Individual Backtest"?
If not then is the "Old Backtest" being phased out or will it remain
indefinitely in the Amibroker AA Back Test options drop down box?
It would be nice if I could see the "Buy and Hold" results column
along with the other columns labeled ALL TRADES-LONG TRADES-SHORT
TRADES under "one report" when running the "Individual Backtest".
Just curious why the "Buy and Hold" report is kept out of the
Individual Backtest report.
Thank You
Walter
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> 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@xxx>
> 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.
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
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