Thank you so much for this explanation Tomasz, so, can I say, that Metastock will tell how much you can make but not how much you have to invest in it? best regards and once again thank you for your patience. pat
--- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > 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" <groups@> 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" <metastockv10@> > >> 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 > > > > > > > > > > >
