Re: [amibroker] Why portfolio backtester does not consider all buy signals?

Mon, 24 Apr 2006 05:36:32 -0700

thanks a lot it looks great at the first glance. So little code necessary to do it.  I am trying to build it into my current system at this moment,
 
rgds, Ed
 
 
----- Original Message -----
Sent: Monday, April 24, 2006 12:53 PM
Subject: Re: [amibroker] Why portfolio backtester does not consider all buy signals?

"Who has studied this?"
 
I have studied this and these are results of hundreds of my own tests of various systems I have done in the past.
 
But I can agree that you may have different opinions/experiences and you may want to test redunant signals.
And this is perfectly doable as I have shown using either rotational trading (for some cases) and/or
custom backtest procedure (for all remaining cases). I even wrote sample formula for you.
See this post:
 
(I have reposted this sample to the knowledge base know for your convenience):
 
Also as suggested, I may consider adding an "easy" switch in some future releases.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: emp62
Sent: Monday, April 24, 2006 8:11 AM
Subject: Re: [amibroker] Why portfolio backtester does not consider all buy signals?

> There are other reasons such as the fact that practice shows that delayed signals are very often very poor performer so it is better to skip trade instead of entering it too late.
> This may be true to many systems. But certainly not all of them. My most profitable system happens to do better with later signals. It buys dips and later signals are
> more likely to > bounce back. IMO, a backtest software should be neutral to trading systems (i.e. not to prefer a particular  kind of practice)
 
Who says delayed signals are poor performers.  Who has studied this?  I am certain that redundant signals can be used succesfully in portfolio type systems.  So my request is again to get a simple example of how to do this on a portfolio level. There are examples on a single symbol level but on a portfolio level is what is interesting.
 
rgds, Ed


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



SPONSORED LINKS
Investment management software Real estate investment software Investment property software
Software support Real estate investment analysis software Investment software

YAHOO! GROUPS LINKS



Reply via email to