RE: RE: [amibroker] Crazy backtest results

Fri, 07 Jul 2006 14:19:00 -0700

Allen,

 

I was about to take a look at your code, but I see Tomasz has found the solution.

 

--

Terry

-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Tomasz Janeczko
Sent: Friday, July 07, 2006 14:00
To: [email protected]
Subject: Re: RE: [amibroker] Crazy backtest results

 

Hello,

 

Marcin somehow did not see the obvious - you have set non-zero interest rate that's why you get such results

(interest rate is calculated from "remaining" money and "remaining" money is different in "all", "short" and "long" columns

so clearly profit figures can sum the way you think). Set "interest rate" in the Settings to zero and then you will get the results

you were expecting.


Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message -----

Sent: Friday, July 07, 2006 8:41 PM

Subject: Re: RE: [amibroker] Crazy backtest results

 

Hi terry,

I have been going back and forth with Marcin all day long....We simply can NOT get it to function correctly.Not only that,if I run LONG trades only from settings,I am still getting P&L from short trades under reports..

If I run short trades only,I am still getting p&L from the long trades under reports..Even more bizzare is the same P&L number is poping up when it shouldnt....Plus the net trades do not = short +long p&L...

The code was very simple and he has checked my settings and code..I will send along some attatchments,but please bare with me..I am a programming IDIOT!!!

 

Allan

 

 

----- 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
>
>
>
>
>
>
>
>

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