Hi,

I am having a problem with my Amibroker 4.80 installed
software. I added a new database using yahoo free data
from 1980-present, and I use an old db which is also
from yahoo free data. The backtests are generating
differect trades now depending on the data being used.


Can anyone explain why this is occuring on multiple
stocks? Thanks, Eric 


Old Database works fine:

Ticker  Trade   Date    Price   Ex. date        Ex. Price       % chg
Profit  % Profit        Shares  Position value  Cum. Profit     #
bars    Profit/bar      MAE     MFE     Scale In/Out    Initial risk $
R-Multiple      
VLO     Long (max loss) 1/2/2001        8.89439 1/5/2001        7.83583
-11.90% -775.67 -11.95% 730     6492.91 -775.67 4       -193.92
-15.33% 2.02%   0/0     649.29  -1.19
VLO     Long    2/7/2001        8.89081 3/13/2001       9.15781 3.00%
189.36  2.96%   720     6401.38 -586.31 24      7.89    -4.56%  7.76%
0/0     640.14  0.30
VLO     Long (max loss) 5/11/2001       11.7763 6/14/2001
10.1556 -13.76% -877.34 -13.80% 540     6359.22 -1463.65
24      -36.56  -13.89% 7.08%   0/0     635.92  -1.38
VLO     Long (max loss) 4/1/2002        11.9591 4/24/2002       11.1162
-7.05%  -448.84 -7.08%  530     6338.33 -1912.48        18      -24.94
-7.05%  0.00%   0/0     633.83  -0.71
VLO     Open Long       11/3/2003       10.4867 6/8/2006        58.62   459.00%
28877.60        458.96% 600     6292.00 26965.12        655     44.09   -0.73%
574.67% 0/0

New Datbase with error:

Ticker  Trade   Date    Price   Ex. date        Ex. Price       % chg
Profit  % Profit        Shares  Position value  Cum. Profit     #
bars    Profit/bar      MAE     MFE     Scale In/Out    Initial risk $
R-Multiple      
VLO     Long (max loss) 1/2/2001        8.88399 1/5/2001        7.82592
-11.91% -775.31 -11.95% 730     6485.31 -775.31 4       -193.83
-15.34% 2.02%   0/0     648.53  -1.20
VLO     Long    2/7/2001        8.88112 3/19/2001       8.21925 -7.45%
-479.43 -7.50%  720     6394.41 -1254.74        28      -17.12  -9.18%
7.76%   0/0     639.44  -0.75
VLO     Long    4/9/2001        9.14245 5/8/2001        10.2592 12.21%
778.92  12.17%  700     6399.72 -475.82 21      37.09   -0.03%
28.76%  0/0     639.97  1.22
VLO     Long    5/11/2001       11.7665 5/31/2001       10.7882 -8.31%
-530.47 -8.35%  540     6353.92 -1006.29        14      -37.89  -8.57%
7.01%   0/0     635.39  -0.83
VLO     Long (max loss) 4/1/2002        11.9389 4/24/2002       11.1062
-6.97%  -443.47 -7.01%  530     6327.64 -1449.76        18      -24.64
-7.00%  0.00%   0/0     632.76  -0.70
VLO     Long    11/3/2003       10.4766 8/6/2004        16.6806 59.22%
3781.98 59.18%  610     6390.74 2332.22 191     19.80   -0.73%
86.00%  0/0     639.07  5.92
VLO     Long    11/17/2004      21.0943 1/6/2005        20.9296 -0.78%
-52.30  -0.80%  310     6539.24 2279.92 35      -1.49   -3.07%
12.53%  0/0     653.92  -0.08
VLO     Long    1/14/2005       23.304  4/18/2005       33.1954 42.45%
2768.48 42.43%  280     6525.11 5048.39 64      43.26   -0.77%
74.75%  0/0     652.51  4.24



__________________________________________________
Do You Yahoo!?
Tired of spam?  Yahoo! Mail has the best spam protection around 
http://mail.yahoo.com 


------------------------ Yahoo! Groups Sponsor --------------------~--> 
Everything you need is one click away.  Make Yahoo! your home page now.
http://us.click.yahoo.com/AHchtC/4FxNAA/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/
 



Reply via email to