Hello, OK, I am sorry for harsh tone of my reply BUT... how could I possibly help you without knowing basic details. Let me point out some missing pieces from your e-mail:
>> Trade Long >> Date 06/09/2007 4:55 You provided the date and time BUT... is it AM or PM? Is it EST time zone or different one ? How can I duplicate your setup without knowing the time zone? (I looked at charts and did not the prices you have pointed out in the IB backfilled chart, so I *need* time/date AM/PM and time zone you are in - remember that IB is using LOCAL computer date time so 4:55 on your computer is not 4:55 on mine. >> Ex. Price 1.36665 >> % chg 0.04% >> Profit 4.03 >> % Profit 0.04% >> Contracts 7320.11 >> Position value 10000 >> Cum. Profit 4.03 >> # bars 4 >> Profit/bar 1.01 >> MAE -0.02% >> MFE 0.04% >> Scale In/Out 0/0 Why do you think these are wrong figures. In my opinion they are correct. As I don't know what time you were using and I can not verify it on the chart I need to *assume* now that the highest high since entry was equal to exit price which is: 1.36665. Note that it is just assumption since I could not verify it on true data. If the above assumption is correct the MFE is correct: Entry price: 1.36610 Max. Favourable Excursion: 1.36665 - 1.36610 = 0.00055 Now MFE in percent is = 0.00055 / EntryPrice = 0.04026 % And that's what AB shows. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "Tomasz Janeczko" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Thursday, September 06, 2007 11:22 PM Subject: Re: [amibroker] backtester mfe/mae calculation >I am getting sick and tired of such e-mails. > Why don't you assume the reverse, i.e. that bracket trader calculation is > wrong???? > > Plus you are comparing apples to oranges (percent to point), give no info on > periodicity you use, > using of course WRONG settings in the backtester (see enormous contracts > number: > 7320 EURUSD lots !!!!) > > There is an article in the KB that you should read first about setting up for > forex. > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "murthysuresh" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Thursday, September 06, 2007 10:53 PM > Subject: [amibroker] backtester mfe/mae calculation > > >> The backtester provides the mfe and mae in % only. When i calculate >> it by hand and using the bracketTrader, it provides in value which on >> further analysis does not transulate into matching % that amibroker >> provides. >> here is the example. >> >> for eg. >> Ticker EUR.USD-IDEALPRO-CASH >> Trade Long >> Date 06/09/2007 4:55 >> Price 1.3661 >> Ex. date 06/09/2007 5:10 >> Ex. Price 1.36665 >> % chg 0.04% >> Profit 4.03 >> % Profit 0.04% >> Contracts 7320.11 >> Position value 10000 >> Cum. Profit 4.03 >> # bars 4 >> Profit/bar 1.01 >> MAE -0.02% >> MFE 0.04% >> Scale In/Out 0/0 >> >> >> Bracket trader and visually looking at buy/sell signals on the >> backtester chart provides the MFE and MAE to be >> MAE -0.0002 >> MFE 0.0008 >> >> >> I have 4.96 version amibroker. Is this a Bug? How can i extract the >> MFE/MAE values instead of % from the backtester to confirm it. >> regards >> >> Seede. >> >> >> >> Please note that this group is for discussion between users only. >> >> To get support from AmiBroker please send an e-mail directly to >> SUPPORT {at} amibroker.com >> >> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: >> http://www.amibroker.com/devlog/ >> >> For other support material please check also: >> http://www.amibroker.com/support.html >> >> Yahoo! Groups Links >> >> >> >> >> > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > > >
