Hi Tomasz Thanks to you and Graham for you comments.
You are both correct, I must be more specific. I have a folder with all the information you need to recreate the situation as I see it. This contains: Data Formula file (.afl) Settings file (.abs) Auto Analysis report (.csv) Detailed description of problems. (.doc) The folder is 6.7mb and I cannot load it to this group as the file section is full. Please send me an email address so that I can send it as an attachment if you are interested in looking at it. I will also send it to AB support. Anyone else interested, please email an address and I will send the folder. As ever, all help is appreciated. Regards Haders --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > Hello, > > All calculations are correct. It is not surprising that even small commissions > can affect results very much especially if your trading system is generating > lots of trades with very small profits per trade. Look at the result list > and see what profits of SINGLE trades are. Even if you had percentage commissions > and you were using multiple positions > then raising equity to $20000 would allow to enter larger positions > (remember that if you are usign ROUND LOT SIZE > 0 trades are rounded to specified lots and > if your equity is small you may get much smaller trades) > > But then you have FIXED commision so they effectively are maller BY HALF (percentage-wise) > if you double the initial equity. In such case your profits DEFINITELY MUST be very different. > > Anyway such discussion is rather pointless unless you provide all results of your trading system. > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "haders2003" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Friday, March 10, 2006 6:05 AM > Subject: [amibroker] Position score & logic problems > > > > Hi > > > > I am having a problem with the position score function amongst other > > things. > > > > I have it set as in the example in the help file ie > > PositionScore = 100-(RSI(10));// prefer stocks that have low RSI; > > > > It seems to be missing stocks that meet the buy criteria and have > > lower > > RSI values than the ones it chooses. > > > > Also, is anyone aware of problems with the commission settings. If I > > set commission to only $1 and start with $10,000 as initial equity it > > has a large effect on final results, much larger than it should. > > > > If I set initial equity to $10,000 and run a test, and get say a 10% > > return, then change equity to $20,000 and run the test again, I get > > something other than 10%. I am careful to make sure that position > > size is defined as % of equity, not a fixed sum. All settings are > > disabled. > > > > I've been very frustrated dealing with Metastock over the past few > > years and had hoped AB would be better. I like the program a lot but > > do not at this point have confidence in it's logic. > > > > Has anyone else had these problems or others? > > > > Help is appreciated. > > > > Regards > > > > Haders > > > > > > > > > > > > > > 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 other support material please check also: > > http://www.amibroker.com/support.html > > > > > > Yahoo! Groups Links > > > > > > > > > > > > > > > ------------------------ Yahoo! Groups Sponsor --------------------~--> Try Online Currency Trading with GFT. Free 50K Demo. Trade 24 Hours. Commission-Free. http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM --------------------------------------------------------------------~-> 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 other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
