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Hello,
Change in commission changes the profit/loss. Such changes in
profit/loss ADD to available equity. Change in available equity
may lead to:
a) entering trades of different size
b) entering trades of different symbols (for example if equity is
greater and previously given trade was not possible due to insufficient
funds)
c) not entering some trades (ones that you don't have enough funds for)
and/or entering others
If such things happen, it usually means that you don't have proper
position sizing and proper position scoring in your formula,
because these two (position size and position score) provide
fine-grained control.
Anyway there is nothing "suspicious" in that - it is normal. If you have
doubts ALWAYS RUN BACKTEST in "DETAILED REPORT" mode
it will tell you why and when given trade can be taken or not.
Best regards,
Tomasz Janeczko
amibroker.com
On 2009-12-30 16:39, peter843 wrote:
> Are you using a stop loss? If so, increasing the commission could result in you exiting some trades earlier and therefore getting into a few more trades.
>
> --- In amibroker@xxxxxxxxxxxxxxx, Potato Soup<potatosoupz@xxx> wrote:
>
>> It's this kind of thing that makes me very suspicious of AmiBroker. I set up my backtest to have $350k. I set margin to 25. I originally had commissions at $3 per trade and then changed them to $4.5 per trade. It resulted in 4 additional trades. Why? Why would changing this paltry variable by a buck fifty have any bearing on my trade entry??
>>
>>
>
>
>
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------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
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