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funnyguy
 

Registered: Feb 2012
Posts: 96

 

07-13-12 12:26 AM

from the previous link


Hello,

It is nothing strange or unusual if you actually think about it. Once you actually think it over, you will find out that it is the only way to go.

In RAW modes stops are implemented IN SECOND backtest phase, not in the first phase as in regular backtest.

The reason for that is that you don't know in phase one when actual ENTRY occurs, so you don't know when n-bar stop will occur. In RAW modes actual ENTRY bar is only known in second phase (because you may not enter on first signal but on ANY later bar as long as buy array is true, so n-bar stop (as well as other stops) need to be evaluated in phase 2 too. So there are NO known-in-advance "signals" for stops as in regular modes.

In regular (non-raw) modes, exact entry points are known at the first phase so it is possible to know the stops at phase 1 too.

More about phase 1 and 2 here:
http://www.amibroker.com/docs/Houston2.pdf


Best regards,
Tomasz Janeczko
amibroker.com



As for different backtest modes (default backtest mode is backtestregular)
http://www.amibroker.com/guide/h_portfolio.html

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intradaybill
 

Registered: Feb 2008
Posts: 2962

 

07-13-12 09:53 AM

I don't care what he says. The fact of the matter is that leaving a seemingly unrelated function there messes up the backtest. I hope you and he do not expect every user of Amibroker to hung around in newsgroups.

How do I know that other functions do not also create conflicts? This is the problem. Do you think I will spend time to find out? No, I will not. I have written by own backtesting program I am sure what it does.

Edit: by the way I appreciate the work Tomasz has done and his program is much better as compared to other sh*ty ones that sell at 10X the cost. He is a good guy and a good software developer. But I think he must go ahead and do a function compatibility test. This is lacking from the manual. I think this discussion was maybe of more value to him.

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WD40
 

Registered: Dec 2005
Posts: 418

 

07-24-12 10:14 PM


Quote from intradaybill:

You made a lot of noise of something that was discussed in private. I am sure that the Amibroker developer does not need your defense. You have been asked to provide the code of your backtest so everyone else in here can verify it. You have
not done so. No verification, no value. Until you provide the code of an otherwise losing system of no edge as you said, everything else you say is irreleveant. Like Metastock that had a backtester problem in the past that was then fixed, it may have been the case that also Amibroker had a small problem that was also fixed. Nothing to scream, attack people, insult like you did like a psychomaniac and even accusing other people I do not ecen know of being sockpuppets. Shame on you.

Until you post the two or three line code you used for your results like they do in all serious forums, nothing that you posted carries any significance. Nothing. If you post the code and it verifies, then you will be praised, including me. I will do it first because I am not a psycho like you. So post the code. Failure of doing so means something is fishy.



I won't worry too much about what funnyguy says. He knows a few buzzwords and like to throw them around to impress people. He thinks 64 bit software should be faster than a 32 bit software. He thinks his backtest is the road to the holy grail. He must be waiting for people to beg him for his code.

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funnyguy
 

Registered: Feb 2012
Posts: 96

 

07-24-12 10:43 PM


Quote from WD40:

I won't worry too much about what funnyguy says. He knows a few buzzwords and like to throw them around to impress people. He thinks 64 bit software should be faster than a 32 bit software. He thinks his backtest is the road to the holy grail. He must be waiting for people to beg him for his code.



Oh sbokov over there, I didn't say that 64-bit software should be faster. I wrote that there are softwares that run faster than their 32-bit version of same vendors.

And FYI, I've already posted the code. So better buy some glasses.
My backtest? It's not my backtest. Bill wanted me to do the job since he wasn't able to provide one himself.

Troll somewhere else because here you failed badly.

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