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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" <metastockv10@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
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 amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> 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@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> 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
>
>
>
>
>
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:
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For other support material please check also:
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