Thanks for this info very much, i found a sample code here : http://www.traders.com/Documentation/FEEDbk_docs/Archive/112005/TradersTips/TradersTips.html#amibroker
There is a sample with some improvement ..i guess it is pretty much the same as this one which you gave me here, right? Would you be so kind and could explain me a liitle bit more a difference between portfolios and baskets? And saying " shared equity" here, do you mean - my capital which i hypotetycly can put into sharese or futures? best regards, pat --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > Hello, > > You can use simple EMA cross over for example > > Buy = Cross( Close, MA( C, 50 ) ); > Sell = Cross( MA( C, 50 ), Close ); > > > IN "MS" speek it would be > Cross( Close, Mov( C, 50, "S" ) ) > > Cross( Mov( C, 50, "S" ), Close ) > > > But frankly speaking the comparision you are trying to do makes no sense > for one fact: MS is not true porfolio-level backtester. They allow to run on basket, > but it is not true portfolio-level backtest with one shared equity, without dynamic > positionscoring/rotation and scaling. There is simply no comparision between AB and MS. > > Also to see real differences in speed you would need to run serious backtest > on for example more than 100000 intraday bars (MS can't do that - it is limited to 65000) > or on entire US market (8000+ symbols - again MS can't do that - its database is limited to 6000 symbols). > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "metastockv10" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Friday, October 05, 2007 12:39 PM > Subject: [amibroker] test > > > > Hi, > > does any one can tell me if I can find somewhere, examles of systems, > > which i can use both in Amibroker and Metastock. What I would like to > > do is to insert this system to Amibroker and Metastock and run it on > > both of theme. Then I would like to compere the results. It should be > > something that will take to test about one minute - it can be > > something very simple becose then you can't notice the differences. I > > know I should write something like that by my self but I can't and I > > am runnig out of time, so there is no chance i will learn it so fast. > > I just need those results. ANy one can help me with that? I can see > > that testing speed is a hot topic today here because of new update of > > Amibroker. > > Best Regards > > Pat > > > > > > > > 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 > > > > > > > > > > >
