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Re: [amibroker] Backtest Results Wrong?


  • Date: Tue, 15 Dec 2009 03:12:16 -0800 (PST)
  • From: i cs <ics4mer@xxxxxxxxxxxx>
  • Subject: Re: [amibroker] Backtest Results Wrong?

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Hi rhw8,

Not sure if I'm reading you correctly, but from what I know, the detailed report will also show "non transaction" data. What this means is that the detailed log will also show you data relating to what calculations and "decisions" were required by the back tester . So will be at least 1 row reported from each bar in the test data.

What you should do is "tick off" the transactions in the summary against the detailed log and see where the differences (if any) lie.  I'm a bit of a newbie as well and this is the sort of stuff I'm doing to get a better feel for what AB is about.

Hope this helps

RZ


From: rhw8 <rwellscpa@xxxxxxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tue, 15 December, 2009 5:54:57 PM
Subject: [amibroker] Backtest Results Wrong?

 

A newbie question: When I run a backtest, I then go to the setting menu and ask for the detailed log, and run it. I then ask for the summary report. Althought the detailed log shows many transactions for the period of the backtest, the summary report for the same thing shows only a few transactions. Is there and error somewhere, or am I not understanding it?
Thanks.



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