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Re: [amibroker] Backtesting - commision and lots.



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you could try using settings ofr trading futures. This sets a certain
$ amount per trade although you are only trading 1 contract.
You could also try changing the actual buy/sell/short/cover prices to
equivalent points and turn off the usebarrange prices

--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm


On 12/8/05, jydejyde <cj@xxxxxxxxxx> wrote:
> I posted this at the forum, no
> reply(http://www.amibroker.org/boards/viewtopic.php?t=1546). As it is
> more lively here, I hope someone will give me a hand...)
>
> *******************************
>
> What would be the best way to get the backtest report in points (as
> opposed to money)?
>
> One way to simulate that would simply be to enter a position size of 1
> but I don't quite seem to be able to do it. I have tried using:
> SetPositionSize(1, spsValue);
> but that just results in no trades are taken at all for some reason.
>
> This also reflect on the commission, where I simply want it to be per
> trade (as it says), not times shares or lots.
> Ex. if the system generates 100 trades, and my commision per trade is
> set to 5, each trade should cost 5, coming to a total of 500.
> Somehow I cannot make this happen.
>
> To sum: I want the report to tell me how many points where made, and
> Total minus (no_of_trades * commission_per_trade).
>
> As I am spreadbetting, these are my needs, although I know it does not
> make much sence outside SB.
>
> Hope I make sense...
>
> All the best...
>
>
>
>
>
>
>
>
> 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 other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>


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