[amibroker] Re: Reconciling MAE/MFE backtest results

7;s the problem, and it seems to be a legitimate one, but I don't have > a solution, except to get intraday data.:) It's not a "bug", but related to > the way AB processes EOD data. Maybe Tomasz or one of the other > more-advanced users can suggest a diffe

[amibroker] Re: Reconciling MAE/MFE backtest results

behave differently from each > other.) > > > Sebastian > > --- In amibroker@yahoogroups.com, "q03237241" wrote: > > > > Hi, > > > > I have been going cross-eyed with this for days, so I am hoping someone can > > point me in the right direction.

[amibroker] Reconciling MAE/MFE backtest results

Hi, I have been going cross-eyed with this for days, so I am hoping someone can point me in the right direction. I am trying a system that buys/sells on a stochastic cross. However when I examine the backtest output, I cannot reconcile the MAE% figure with the simulated trade data. Here is t

[amibroker] Position Size Settings

Hi, This should be simple but I am obviously missing something... I want to limit position size in a portfolio backtest and have the following code: //- SetFormulaName("LastWeek");    //name in backtest report SetBarsRequired(4000,1);