|
PureBytes Links
Trading Reference Links
|
Try setting your parameters using the Parameters button from the AA window, then backtest. That should address at least point 4.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "Brian Wild" <wild21@xxx> wrote:
>
> Hi Folks
>
> Having had some problems backtesting an AFL program, I tried to resolve the issues by looking at a very basic MA crossover program. This gave very puzzling results as shown in the attachment. Items included are the Main Plot, the AFL prog, and the backtester result. There were no fancy settngs for the backtest.
> Please note that the dates are in English format - ie dd/mm/yyyy.
>
> The problems I see are: -
> 1. Buy and Sell arrows show up correctly on the plot. However, the backtest output has reversed all of these, so that the Sell signal on 12/1/2009 has become a Buy in the table, and so on.
> 2. Nevertheless,these poor signals yield 3 trades, two of which yield a profit! The backtester profit calculations appear to be correct, and give a total profit of $2202.96 as shown at the bottom of the backtest table.
> 3. This profit would imply a final equity of about$12,203, given the starting value of $10,00. However, this bears no relationship to the final value on the equity curve, namely $7732.38.
> 4. These results were with the default values of the Parameters set up for the fast and slow MAs. Selecting different values by right-clicking on the plot, selecting Parameters, etc, then re-running the backtest gave exactly the same calculations, although the plot changed as expected. Is this the intended operation of the backtester? - i.e default values are used regardless?
>
> Any advice on the above issues would be appreciated.
>
> Brian
>
------------------------------------
**** 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/
|