Hello, Yes it checks by default if you don't exceed 10% of day's volume. You can adjust / turn it off in AA Settings->Portfolio: "Limit trade size as % of entry bar volume"
This is explained in the User's Guide; http://www.amibroker.com/guide/w_settings.html Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "intermilan04" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Thursday, June 08, 2006 4:13 PM Subject: [amibroker] Re: Interpreting backtest results > Terry, > > At this point I am thinking maybe the backtester checks for particular > stock's volume and wouldn't let me buy more than that. So the > long-term case had too much money, cannot use all the money into > stocks, thus resulted in smaller loss. > > This is sort of like a situation where I have $10000, spend $100 on a > stock and blow it all. Sure, the $100 is gone, but I still have $9900 > left. > > I am yet to verify if this is indeed the case, but if it was, I am > afraid backtester wouldn't work too well for a long-term simulation. > > Regards, > > intermilan04 > > --- In [email protected], "Terry" <[EMAIL PROTECTED]> wrote: >> >> Max System Drawdowns are compared to available equity. Your long term >> test has tons of available equity so the losses by comparison are small. >> -- >> Terry >> -----Original Message----- >> From: [email protected] [mailto:[EMAIL PROTECTED] On >> Behalf Of intermilan04 >> Sent: Wednesday, June 07, 2006 21:17 >> To: [email protected] >> Subject: [amibroker] Interpreting backtest results >> >> Hi all, >> >> I'm having trouble interpreting the result of my backtest where: >> >> 1) When I backtested my system between 1996-2006, my equity as of >> 2004/1/1 was 239,047,456 and 2004/12/31 was $235,772,048, loss of 2% >> for the year of 2004. >> >> 2) when I backtested THE SAME SYSTEM from 2004/1/1 to 2004/12/31 (just >> that particular year of 2004), my equity goes from $30000 to $19417 >> for a loss of whooping 35% for the year of 2004. >> >> Although the amount of money is different for the former and the >> latter, the backtester makes same trades throughout 2004 (i.e. if the >> former trades ABC on 2004/3/3, so does the latter). I split my funds >> evenly among 4 trades at once. However, the former only loses 2% >> throughout the year of 2004 while the latter loses 35%. >> >> If anyone has seen something like this, could you please explain as to >> why this may occur? >> >> Thank you in advance, >> >> intermilan04 >> >> >> >> >> >> >> >> 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 >> > > > > > > > > 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 --------------------~--> Get to your groups with one click. Know instantly when new email arrives http://us.click.yahoo.com/.7bhrC/MGxNAA/yQLSAA/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/
