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Hello,
1. Yes
2. Yes from mathematical standpoint however you would NOT be
able to enter that many positions with limited capital
so these results are theoretical only.
3. OLD backtester is phased out. It is there only for people
who had some resutls from versions 4.40 or earlier stored somewhere
and
want to reproduce old backtests for some reason.
All new code should use NEW portfolio-level backtester
only.
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Monday, July 10, 2006 9:59 PM
Subject: Re: [amibroker] Comparitive Buy
and Hold returns
So,if the system is a losing system and has a an average loss as opposed to
profit,will the result be apx((approx (number of symbols) *
avg. loss ) ??
Are the buy and hold stats accurate?
Where can i find the definitions for the old backtest??
----- Original Message -----
From: Tomasz Janeczko <[EMAIL PROTECTED]>
Date: Monday, July 10, 2006 2:59 pm
Subject: Re: [amibroker] Comparitive Buy and Hold returns
> Hello,
>
> Please note that OLD backtester is not
portfolio backtester.
> It backtests each security *separately* and
sums up the results
> so your profits will be much higher (approx
(number of symbols) *
> avg. profit )
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original
Message -----
> From: "matrix10014" <[EMAIL PROTECTED]>
> To: <[email protected]>
> Sent: Monday, July 10,
2006 6:35 PM
> Subject: [amibroker] Comparitive Buy and Hold returns
>
>
> > Can someone please tell me where in reports
you can easily see
> how
> > your system did relative to a
buy and hold strategy??
> >
> > I did see some Buy and
Hold stats in the Old backtester,but some
> of
> > the
numbers were of by a factor of 10-100..
> >
> >
>
> Total net profit: 532108.89 Total commissions paid: 0.00
> > Return on account: 6.82 % Open position
gain/loss 11931.24
> > Buy&Hold profit: 3657774.41
Bars (avg. days) in test: 13351
> (250)
> > Buy&Hold %
return: 46.89% System to Buy&Hold index: -85.45%
>
>
> > Annual system % return: 10.11% Annual
B&H % return: 75.32%
> >
> >
> > those
numbers posted were on a $100,000 account!!I have no idea
> where
> > the total net profit number of 532,108.89 came from..And I
> really dont
> > know how a 532,108 profit only generates a
6.82% return on a
> $100000
> > account
> >
> > Thanks
> >
> > 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
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YAHOO! GROUPS LINKS
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