Metastock tester is NOT doing portfolio backtest but a set of N individual single-symbol tests without reference to each other. Like you were having N-individual accounts and N-times the funds. So if you say test on 500 stocks it assumes you have 500x the money. Simply not realistic.
AmiBroker does the right thing. It simulates common account and trades all securities from single account with trades on one security potentially influencing others by decreasing/increasing account funds as in real life. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "metastockv10" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Friday, October 05, 2007 10:43 PM Subject: [amibroker] Re: test > Tomasz, > I have read this chapter about portfolio based backtesting. It is said > that portfolio is your equity+ sum of open positions. Basicly i think > i got it how it works in AB > Could you tell me what they mean in Metastock by portfolio - beacause > it is said that during testing you can opitimize your portfolio. Do > they mean something else by that? > And how it can work without positioning function - It is going to buy > one kind of security for your whole money? > I am sorry that I am asking you about MS - I know you can just don't > care...but it is hard to find all those things from their manual and > as far as i am concerned you are preety oriented in MS also. > I just need to catch some basic differences about MS and AB. > Thanks in advance for your help > 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 > > > > >
