I've had no joy getting accurate profit calculations for FX w/ rate to base conversion. As a consequence all of the backtesters lovely stats are meaningless. I use explorations for profit calc and hand-calculate some stats in a speadsheet. Here's a link to my bug report - feel free to add to it! GRANT
http://www.amibroker.com/feedback/view_bug.php?bug_id=707 dralexchambers wrote: > Hi, > > My trading system is as follows: > > LongSetup = Cross(PDI(8),MDI(8)); > Longstop = Low - 0.0050; // This is FX: 50 points trailing stop > Stopbuy = High + 0.0005; // Buy point is 5 points above high of setup > day > > Buy = H>StopBuy; > BuyPrice = Max(Open,StopBuy); > > Sell = L < LongStop; > SellPrice = Min(Open,LongStop); > > Buy = ExRem( Buy, Sell ); > Sell = ExRem( Sell, Buy ); > > > This works fine in the backtester. However, the risk:reward ratio > stats are wrong. > > Risk:Reward should be: > > (SellPrice - BuyPrice) / (Stopbuy - Longstop) > [Reward] [Risk] > > So... > > How does Amibroker know that SellPrice, buyPrice, Stopbuy and > longstop are my variables to use for Stats calculations? It doesn't > seem to, therefore, the stats are wrong!!! > > Alex > > > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > > >
