Hi Terry,
here is the simple code
Buy =Cross(Close,MA(Close,21));
Sell=Cross(MA(Close,21),Close);
Short=Sell;
Cover=Buy;
Hope this helps.....i attatched the info that Marcin had requested.....I am trading the sector spyders,and am using quotes plus data...Nothin seems to fix this issue,and as a new user it shakes my confidence in Amibroker..I am sure it is a simple solution,but its been puzzling for now..
----- Original Message -----
From: Terry <[EMAIL PROTECTED]> Date: Friday, July 7, 2006 1:34 pm Subject: RE: [amibroker] Crazy backtest results > Quick answer. The backtester works. No question about that at all.> So, you have wrong settings, wrong code or other problems.
> If you post some code and what equities you are trading, then we can
> help.
> --
> Terry
>
> -----Original Message-----
> From: [email protected] [mailto:[EMAIL PROTECTED] On
> Behalf Of matrix10014
> Sent: Friday, July 07, 2006 09:26
> To: [email protected]
> Subject: [amibroker] Crazy backtest results
>
> Hi all,
>
> new user to AMI,and was running some simple backtests.Much to my
> suprise,the backtest report is distributing 100% innacurate results.
>
> How does the backtester come up with a net loss of (6015.37),when
> it
> appears that the long trades netted $7695.35 while the short
> trades
> only lost (5534.03).I would think that I shoild have a net profit
> of
> 1679.98....How can this be???Thank you!!!
>
> For the record,much more bizzare things are happening.For
> instance,I
> have selected in settings "LONG" trades,and in the trade
> reports,no
> short trades are entere,but I do have a SHORT P&L in the reports..
>
> Here is a copy of reports
>
>
> All trades Long trades Short trades
> Initial capital 200000.00 200000.00 200000.00
>
> Ending capital 193984.60 207695.35 194465.97
>
> Net Profit -6015.37 7695.35 5534.03
>
>
> any help deeply appreciated
>
> Allan
>
>
>
>
>
>
>
> 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
- Visit your group "amibroker" on the web.
- To unsubscribe from this group, send an email to:
[EMAIL PROTECTED]
- Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
results.rlst
Description: Binary data
//Minimum=LastValue(Lowest(Volume)); //Maximum=LastValue(Highest(Volume)); //Plot(Close,"price",colorBlue,styleCandle); //Plot(Volume,"volume",colorGreen,styleHistogram|styleThick|styleOwnScale,Minimum,Maximum); //Plot(MA(Volume,15),"MA volume",colorRed,styleLine|styleOwnScale,Minimum,Maximum);
Buy =Cross(Close,MA(Close,21)); Sell=Cross(MA(Close,21),Close); Cover =Cross(Close,MA(Close,21)); Short=Cross(MA(Close,21),Close); //Short=Sell; //Cover=Buy;
test.afl.ABS
Description: MPEG audio
