what is your pointvalue? -- 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 16/06/06, sslack88 <[EMAIL PROTECTED]> wrote: > This is a futures backtest. Only one contract per position. > Commissions is set to zero. The tick size is set to .01 and round > lot size is set to 1. However, changing these numbers doesn't seem > to change the Profit per trade outcome. Any other ideas/suggestions? > > Thanks in advance, > Steve > > --- In [email protected], "TH" <[EMAIL PROTECTED]> wrote: > > > > Multiplier on symbol, what is this, the number of shares? What > have you set > > your commission to? Commissions are subtracted from p/l. If your > multiplier > > is not #shares (since you show $250) are you talking about > futures? What > > have you set Tick Size and Round Lot Size to? > > > > I and many other have checked the back-tester many times. No one > has ever > > found an error. > > > > -----Original Message----- > > From: [email protected] [mailto:[EMAIL PROTECTED] > On Behalf > > Of sslack88 > > Sent: Wednesday, June 14, 2006 11:53 AM > > To: [email protected] > > Subject: [amibroker] Profit calculation errors in backtest report > > > > After creating a backtest I was looking at the profit calculation > on > > the backtest report. I have noticed a lot of profit calculations > > being off by +/- $0.01 or $0.02. It seems like a rounding error, > or > > decimal place error. > > > > Entry was 607.08 > > Exit was 606.65 > > > > Difference is -0.43 > > > > Multiplier on Symbol is $250 > > > > Profit should be (250 * -0.43) = -107.50 > > > > However, the profit is showing -107.48 > > > > What is the issue with 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 > > > > > > > > > > > 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 --------------------~--> Check out the new improvements in Yahoo! Groups email. http://us.click.yahoo.com/6pRQfA/fOaOAA/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/
