Hi guys, Sorry for the poor presentation.
The data appears to be the same, as for example in the explore window 1356 signals were generated for VLO from 1/1/2001-6/9/2006 on both databases but the backtester made different trades for some unknown reason. It doesnt make sense to me, because this happened on several other stocks that I tested on both databases. Eric --- Graham <[EMAIL PROTECTED]> wrote: > Not certain what the errors are, you do not say what > the problems are > One database has different price values than the > other, which is > giving you slightly different test results. I can > also assume the > first set of results has data that finishes in 2003 > > -- > Cheers > Graham > AB-Write >< Professional AFL Writing Service > Yes, I write AFL code to your requirements > http://e-wire.net.au/~eb_kavan/ab_write.htm > > > > On 12/06/06, Yuki Taga <[EMAIL PROTECTED]> > wrote: > > Hi eric, > > > > Just a friendly suggestion here; feel free to > honor or ignore as you > > wish: > > > > When posting a columned chart, as you have done, > particularly one > > with many columns, just pasting it into an e-mail > client is usually > > going to produce something *extremely* difficult > for other people to > > read -- something like you see below. > > > > Most people use some limit of line length, your > own mail client may > > be wrapping to some set length on send. Other > people have clients > > that will wrap it upon receipt. (An old standard > that is often > > ignored these days is 69 characters for a line > wrap.) > > > > I suggest taking a screen shot and posting it as > an attachment. At > > least, I'd be much more inclined to try and > decipher it then, since > > the columns would all be lined up correctly, even > the lines. > > > > Others may say 'No,' because they don't receive > e-mail, and thus > > don't see attachments. I cannot imagine why > anyone would *not* want > > to receive list mail directly, but to each his or > her own. > > > > Yuki > > > > Monday, June 12, 2006, 8:11:22 AM, you wrote: > > > > ep> Hi, > > > > ep> I am having a problem with my Amibroker 4.80 > installed > > ep> software. I added a new database using yahoo > free data > > ep> from 1980-present, and I use an old db which > is also > > ep> from yahoo free data. The backtests are > generating > > ep> differect trades now depending on the data > being used. > > > > > > ep> Can anyone explain why this is occuring on > multiple > > ep> stocks? Thanks, Eric > > > > > > ep> Old Database works fine: > > > > ep> Ticker Trade Date Price Ex. date > Ex. Price % chg > > ep> Profit % Profit Shares Position > value Cum. Profit # > > ep> bars Profit/bar MAE MFE > Scale In/Out Initial risk $ > > ep> R-Multiple > > ep> VLO Long (max loss) 1/2/2001 8.89439 > 1/5/2001 7.83583 > > ep> -11.90% -775.67 -11.95% 730 6492.91 > -775.67 4 -193.92 > > ep> -15.33% 2.02% 0/0 649.29 -1.19 > > ep> VLO Long 2/7/2001 8.89081 3/13/2001 > 9.15781 3.00% > > ep> 189.36 2.96% 720 6401.38 -586.31 24 > 7.89 -4.56% 7.76% > > ep> 0/0 640.14 0.30 > > ep> VLO Long (max loss) 5/11/2001 11.7763 > 6/14/2001 > > ep> 10.1556 -13.76% -877.34 -13.80% 540 > 6359.22 -1463.65 > > ep> 24 -36.56 -13.89% 7.08% 0/0 635.92 > -1.38 > > ep> VLO Long (max loss) 4/1/2002 11.9591 > 4/24/2002 11.1162 > > ep> -7.05% -448.84 -7.08% 530 6338.33 > -1912.48 18 -24.94 > > ep> -7.05% 0.00% 0/0 633.83 -0.71 > > ep> VLO Open Long 11/3/2003 10.4867 > 6/8/2006 58.62 459.00% > > ep> 28877.60 458.96% 600 6292.00 26965.12 > 655 44.09 -0.73% > > ep> 574.67% 0/0 > > > > ep> New Datbase with error: > > > > ep> Ticker Trade Date Price Ex. date > Ex. Price % chg > > ep> Profit % Profit Shares Position > value Cum. Profit # > > ep> bars Profit/bar MAE MFE > Scale In/Out Initial risk $ > > ep> R-Multiple > > ep> VLO Long (max loss) 1/2/2001 8.88399 > 1/5/2001 7.82592 > > ep> -11.91% -775.31 -11.95% 730 6485.31 > -775.31 4 -193.83 > > ep> -15.34% 2.02% 0/0 648.53 -1.20 > > ep> VLO Long 2/7/2001 8.88112 3/19/2001 > 8.21925 -7.45% > > ep> -479.43 -7.50% 720 6394.41 -1254.74 > 28 -17.12 -9.18% > > ep> 7.76% 0/0 639.44 -0.75 > > ep> VLO Long 4/9/2001 9.14245 5/8/2001 > 10.2592 12.21% > > ep> 778.92 12.17% 700 6399.72 -475.82 21 > 37.09 -0.03% > > ep> 28.76% 0/0 639.97 1.22 > > ep> VLO Long 5/11/2001 11.7665 5/31/2001 > 10.7882 -8.31% > > ep> -530.47 -8.35% 540 6353.92 -1006.29 > 14 -37.89 -8.57% > > ep> 7.01% 0/0 635.39 -0.83 > > ep> VLO Long (max loss) 4/1/2002 11.9389 > 4/24/2002 11.1062 > > ep> -6.97% -443.47 -7.01% 530 6327.64 > -1449.76 18 -24.64 > > ep> -7.00% 0.00% 0/0 632.76 -0.70 > > ep> VLO Long 11/3/2003 10.4766 8/6/2004 > 16.6806 59.22% > > ep> 3781.98 59.18% 610 6390.74 2332.22 > 191 19.80 -0.73% > > ep> 86.00% 0/0 639.07 5.92 > > ep> VLO Long 11/17/2004 21.0943 1/6/2005 > 20.9296 -0.78% > > ep> -52.30 -0.80% 310 6539.24 2279.92 35 > -1.49 -3.07% > > ep> 12.53% 0/0 653.92 -0.08 > > ep> VLO Long 1/14/2005 23.304 4/18/2005 > 33.1954 42.45% > > ep> 2768.48 42.43% 280 6525.11 5048.39 64 > 43.26 -0.77% > > ep> 74.75% 0/0 652.51 4.24 > > > > > > > > > > > > > > > > > > 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 > > > > > > > > > > > > > > > > > __________________________________________________ Do You Yahoo!? Tired of spam? Yahoo! Mail has the best spam protection around http://mail.yahoo.com ------------------------ Yahoo! Groups Sponsor --------------------~--> You can search right from your browser? It's easy and it's free. See how. http://us.click.yahoo.com/_7bhrC/NGxNAA/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/
VLO 2 databases.xls
Description: 1600698992-VLO 2 databases.xls
