Okay, so if I understand you, parital exits are NOT included in the the report statistics (Win%,Loss%, Win$, Loss$, etc) only final exits that close the position ?
Therefore, for any system which uses multiple exits, the report statistics will not accurately reflect the behavoir of the system, but equity is correct though ? Regards, - Mike --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > 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 ----- > From: Mike > To: [email protected] > 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" <amibroker@> 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 > > bugs@ because every time Amibroker is booted there's a > > message that states: "bug reports: bugs@". However, when > > I sent the message to bugs@, 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 > > SUPPORT@ > > > > bugs@ 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 support@ > > > > 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 > > > > > > > > > > > > > ------------------------------------------------------------------------------ > > YAHOO! GROUPS LINKS > > > > a.. Visit your group "amibroker" on the web. > > > > b.. To unsubscribe from this group, send an email to: > > [EMAIL PROTECTED] > > > > c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of > Service. > > > > > > > ------------------------------------------------------------------------------ > > > > > > > > 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 > > a.. Visit your group "amibroker" on the web. > > b.. To unsubscribe from this group, send an email to: > [EMAIL PROTECTED] > > c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. > > > ------------------------------------------------------------------------------ > 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/
