[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Correct futures - forex backtesting [2 Attachments]


  • Date: Thu, 28 Jan 2010 22:26:35 +0200
  • From: İlhan Ketrez <ketrezilhan@xxxxxxxxx>
  • Subject: [amibroker] Correct futures - forex backtesting [2 Attachments]

PureBytes Links

Trading Reference Links

[Attachment(s) from =?UTF-8?Q?=C4=B0lhan_Ketrez?= included below]

Dear friends

I am trying to test a simple system and understand the behaviour of Amibroker testing mechanism.
I have set up an AFL file very similar to the one described here.

Testing period: 01.01.2008 - today
Initial equity: 1,000,000
Final equity: -38,033,810


The position size is -80.
Margin deposit: 1000.
First entry details are as follows:
Contract number is 800
Entry position size: 800,000. Cash: 200,000.

The details I find interesting are:
As the position grows position size also grows and cash continues as 200,000.
Later, position size goes below zero as cash floats constantly above zero.
The default result in Amibroker is something impossible to encounter in real life. (To go into a debt of 38 million)
I defined a real cash value and observed the difference via debugview.


Report and debugview log are attached including the system codes.

I hope to find a way to test correctly using Amibroker with your help.
Thank you very much in advance.

Regards,
Ilhan Ketrez

Attachment(s) from =?UTF-8?Q?=C4=B0lhan_Ketrez?=

2 of 2 File(s)


__._,_.___


**** 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/





Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___