Indeed he did!!!!
It was the due to the somewhat unusual manner WHERE they account for interst earned or debited...If you are trading LONG only,the interest shows up under Short trade P&L,and vice versa.
Thanks for the offer to help
Allan
----- Original Message -----
From: Terry <[EMAIL PROTECTED]> Date: Friday, July 7, 2006 5:02 pm Subject: RE: RE: [amibroker] Crazy backtest results > 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
> interestrate 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 -----
>
> From: [EMAIL PROTECTED]
>
> To: [email protected]
>
> 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
> tradesonly from settings,I am still getting P&L from short trades
> underreports..
>
> 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
> programmingIDIOT!!!
>
>
>
> 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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