|
PureBytes Links
Trading Reference Links
|
Hi Tomasz,
I tested it and it seems to me that this option is using volume from the day we enter a trade. But we cannot know the volume for the day if enter on open. Shouldn't AB use previous day volume instead?
Thank you,
Radek
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Hello,
>
> User's Manual:
> http://www.amibroker.com/guide/w_settings.html
>
> Quote:
>
> "Limit trade size as % of entry bar volume
>
> This prevents from entering the trades greater than given percentage of entry bar's volume. For example if backtesting daily data and today's volume for thinly traded stock is 177,000 shares, setting this to 10% will limit the maximum trade size to 17,700 shares (10% of total daily volume). This prevents from 'affecting the market' by huge orders."
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: bigitop
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Wednesday, March 11, 2009 8:27 PM
> Subject: [amibroker] backtest settings explanation
>
>
> Can someone please explain these options of the portfolio tab of the backtest settings window?
>
>
> "Limit trade size as % of entry bar volume"
>
>
> switching this value from the default 10 to some other values gives me significant differences in the results but i dont quite get what this option does.
>
>
> "Disable trade size limit when bar volume is zero (allows to backtest mutual funds that come without volume data)"
>
> checking/unchecking this option alters the results of my backtest. I don't have mutual funds in my database, just stocks and all of them have volume data above zero.
>
> thanks in advance for the help!
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|