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Hello,
Yes it does that because scale-out profits are added to cash
(equity) already.
If they were reported in the closed trade profit they will be
accounted twice.
So in the trade list and stats you see CLOSING profits
reported (as of number of shares
that remained when trade was exited). Otherwise
portfolio-level equity would be incorrect.
This is so because total portfolio equity is cash + profits of
closed trades,
when scaling out - part of position is liquidated and it
returns to cash so it can
not be reported second time in profit.
I understand that it would be easier for your eyes to see the
same values everywhere
but the way equity tracking works (so portfolio equity is
always cash + closed trades)
and the fact that scaling out increases cash value makes thing
complicated.
Best
regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Monday, April 10, 2006 2:11
PM
Subject: [amibroker] Re: Scale Out bug -
BUG
Please re-read my original message, you should have a copy
handy. The
question you answered was not asked.
My problem
that I have isn't that there's only ONE trade generated it
is that the NET
PROFIT in the reported is different that the TOTAL
PROFIT when there is
only 1 winner and 0 losers. For the example I
gave, the TOTAL PROFIT
is 101.83, TOTAL LOSSES is 0.00, and NET PROFIT
IS 151.83... 101.83 + 0.00
!= 151.83.
I've posted an image here.
http://f3.grp.yahoofs.com/v1/wEg6REsckvTPv-u-rdxKp8qTTA5_3i-08ttLaXQ6HL9lujXhsEuQzmCp2j8N4EeZwGAghhYxRoGclZ-YBhJr4vfe1qABxHsRM0B4sAI/Bug_ScaleOut.jpg
Please
let me know if you need further clarification.
Regards,
-
Mike
--- In [email protected], "Tomasz Janeczko"
<[EMAIL PROTECTED]> wrote:
>
> Hello,
>
> 1.
Automated responder is providing you with the information for the
next time
you want to report something.
> Since you already sent this to different
address, there is no need
to resend because it gets delivered with the very
first time.
>
> 2. If you already send this to us I see no reason
to send this to
the list. No one except me is going to take care about this
anyway.
> I stated it hundreds of times that no one except me is able
to
autoritatively confirm or deny the problem because
> people do not
have source codes.
> So if you already sent it to bugs or support you
should simply allow
us to respond first, instead of generating extra
traffic and pressure.
>
> 3. As to "Perhaps, a short blurb
clearly describing the problem
reporting protocol"
>
> It is
already included in the footer of EVERY message that appears
on this
mailing list.
>
> "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"
>
> Where
'support' means ANY kind of communication between user
and
developer.
>
> You are free to choose whenever you prefer
support address or
feedback center (some people
> prefer e-mail some
web based forms).
>
> 4. As to the problem itself reported in
point 2 - your assumptions
that you found a 'bug' are incorrect.
>
> I have run the code you have supplied and it generates ONLY
ONE
TRADE during entire backtest period,
> so of course there is only
ONE winner and ZERO losers.
>
> The fact that you scaling in/out
does NOT matter since pyramided
trade considered still as SINGLE
trade
> (scaling in/out causes that average entry and exit prices
are
calculated).
> Before submitting the 'bug' report always consult
the USER GUIDE.
> And it says: http://www.amibroker.com/guide/h_pyramid.html
>
> IMPORTANT: Please note that backtester treats trade that
you
scale-in/out as SINGLE trade (i.e. will show single row in
trade
list). The only difference versus plain trade is that it
will
calculate average entry price (and avg. entry fx rate) based on
all
partial entries and average exit price (and avg. exit fx rate)
based
on all parial exits and will show average prices in entry/exit
price
field. The commission is of course applied correctly to each
(partial)
entry/exit depending on partial buy/sell size.
>
>
If you have read this, you won't be submitting 3 'no-bug' reports.
>
> Best regards,
> Tomasz Janeczko
>
amibroker.com
> ----- Original Message -----
> From: Mike
> To:
[email protected]
> Sent: Monday, April 10, 2006
1:10 PM
> Subject: [amibroker] Re: Scale Out bug
>
>
> I was under the impression that this list was a
user group. My intent
> in posting here was to request
input from the user base in case the
> error was mine.
Is there a different user group where I can request
> input
from the user base without offending the developer ?
>
> The reason you received two e-mails is because the first
I sent to
> [EMAIL PROTECTED] because every time Amibroker is booted
there's a
> message that states: "bug reports:
[EMAIL PROTECTED]". However, when
> I sent the message to
[EMAIL PROTECTED], I received an automated
> response stating
that:
>
>
===========================================================
>
Hello,
>
> Thank you for your
e-mail.
> Please note that starting from July 14, 2004 all
kind of technical
> support questions/reports should be
sent to
> [EMAIL PROTECTED]
>
> [EMAIL PROTECTED]
address is left only for sending automatic crash
> recovery
reports generated by AmiBroker.
>
>
===========================================================
>
> So, I followed the instructions of the e-mail and
forwarded a copy, as
> instructed, to [EMAIL PROTECTED]
>
> Perhaps, a short blurb clearly describing the problem
reporting
> protocol you wish to have followed would be of
help. As it stands,
> I'm still unclear on which of
the 4 methods is the proper (bugs@,
> support@, this list,
or the FEEDBACK center).
>
> Anyway, I appreciate the
prompt response.
>
> Regards,
>
> - Mike
>
> --- In
[email protected], "Tomasz Janeczko"
<amibroker@>
wrote:
> >
> >
Hello,
> >
> > Firstly do not send
thing in three places at once. I have received
> THREE
copies
> > of this letter (bugs, support and list).
> > It is frustrating *and* time consuming to have to
answer THREE times
> to one person.
> >
> > Also there is a FEEDBACK CENTER
at
> http://www.amibroker.com/feedback/
where
> > it is recommended to send this.
>
>
>
>
>
>
>
>
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
>
>
>
>
>
>
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