Hello, It is explained in the User's Guide: http://www.amibroker.com/guide/h_portfolio.html
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "metastockv10" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Friday, October 05, 2007 1:14 PM Subject: [amibroker] Re: test > 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 >> > >> > >> > >> > >> > >> > > > > > 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 > > > > >
