Sorry Keith,
I apparently didn't have non-logged in members able to view uploaded
files :(
It's been fixed.
Michael
--- In amibroker@yahoogroups.com <mailto:amibroker%40yahoogroups.com>,
Keith McCombs <kmcco...@...> wrote:
>
> Michael --
> I went to your web site. via your link below. However, I couldn't find
> any of the files you refer to. Do I need a secret password or handshake?
> -- Keith
>
>
> On 7/7/2010 16:57, michaels_musings wrote:
> >
> > Anyone know how to get the Backtester and Optimizer to include all
> > trades in their results? The code below (firstSystemPostCopy.afl)
> > initiates trades that get captured by the logfile, but they don't
show
> > up or get accumulated in the Backtester or Optimizer. The results are
> > from ~six months of 1-minute bars of FAS. The Backtester shows 16
> > trades with profit of $7,110.38. Per the logfile there were 24 trades
> > with profit of $3,751.29.
> >
> > Anyone know why the extra 8 trades weren't included in the Backtester?
> >
> > Thanks,
> > Michael
> >
> > First few trades from Backtester:
> > Ticker Trade Entry Exit
> > FAS Long 11/30/2009 2:53:00 PM 25.03 12/8/2009 7:32:00 AM 23.52
> > FAS Long 12/23/2009 7:27:00 AM 25.03 1/5/2010 2:42:00 PM 27.03
> > FAS Long 2/16/2010 2:31:00 PM 23.18 2/22/2010 1:24:00 PM 25.03
> > FAS Long 3/5/2010 9:44:00 AM 27.03 3/10/2010 9:10:00 AM 29.19
> >
> > First few trades from Log File:
> > Symbol, Action, Date, Time, Buy point, Entry, Exit
> > FAS, Bought, 2009-11-30, 14:53:00, 5, 25.0300
> > FAS, StopLoss, 2009-12-08, 07:32:00, 5, 25.0300, 23.5200
> > FAS, Bought, 2009-12-23, 07:27:00, 5, 25.0300
> > FAS, Profit, 2010-01-05, 14:42:00, 5, 25.0300, 27.0300
> > FAS, Bought, 2010-01-05, 14:42:00, 6, 27.0300
> > FAS, StopLoss, 2010-01-22, 06:11:00, 6, 27.0300, 25.4000
> > FAS, Bought, 2010-02-16, 14:31:00, 4, 23.1800
> > FAS, Profit, 2010-02-22, 13:24:00, 4, 23.1800, 25.0300
> >
> > [Since no one wants a 1,000 line email, full files are at:
> >
http://michaels-musings.com/amibroker-optimizer-and-backtester-losing-trades.html
> > ]
> >
> > firstSystemPostCopy.afl - Script I'm running
> > trades.html - Backtester trade list
> > settings.html - Backtester settings
> > stats.html - Backtester stats
> > firstSystemLog.txt - Log File created by firstSystemPostCopy.afl
> > AmiBrokerLostTrades.xls - Trade list from log file w/ computed Profit
> >
> >
>