And one more question about your formula which is usig simple MA. I have tested it on ^DJI - in period from 1995.01.01 till now As a initial capital i took 10000 ( default in programme) and my ending capital was 16310.57. I did the same thing in Metastock and it shows as anding capital the amount: 116286.68. So performance in MS is 1162.87 % when in AB it is 63.11 %. It is huge difference. Is it becouse of "portfolio based back testing" which you were talking about or maybe I did something wrong. Please let me know if it is common that there are such a huge differences between results. Best Regards Pat
--- In [email protected], "metastockv10" <[EMAIL PROTECTED]> wrote: > > Hi Tomasz, > i have a question about formula which you gave me. You told me that I > should use in my system exponetial moving averages crossover, so > shuold'n it be "EMA" instead of "MA" in the formula? > If yes, could you tell me how can I right this funcion also in Metastock > "EMA" doesn't work and I can't find it anywhere, there are only double > and triple exponetial MA like DEMA and TEMA. > Could you also help me to right formual in AFL which i posted in > messege topic : "FORMULA" and tell me how to set up those options in > AB which I was talking about in topic "formula". Do I have to right > them in AFL code or is there some solution to pick them up from some menu? > And the last thing I would like to ask is about how to write this > "expert advisor" formula in AmiBroker guru commentary? > Thank you in advance > 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 > > > > > > > > > > > > > > > > > >
