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Hi Mr. Janeczko
Thanks for the tip - I checked the parameter you mentioned. I tried it
at 100%, but still no results.
The biggest mystery is that the backtest was working on (I believe) the
same code a couple of days ago - but some parameter MUST have changed. I
am sure that the mistake is on my end, but what could it be?
As you can see I am already getting help here - thanks again for the reply.
Tomasz Janeczko wrote:
> Hello,
>
> Please check the settings, pay special attention to:
>
> AA->Settings->Portfolio:
> "Limit trade size as % of entry bar volume" (default = 10%)
>
> This prevents from entering the trades greater than given percentage
> of entry bar's volume.
> For example if backtesting daily data and today's volume for thinly
> traded stock is 177,000 shares, setting this to 10% will limit
> the maximum trade size to 17,700 shares (10% of total daily volume).
> This prevents from 'affecting the market'
> by huge orders.
>
> IMPORTANT NOTE:
> Some instruments like MUTUAL FUNDS come without VOLUME data. To
> backtest such instruments please set this field to ZERO (0). This
> effectively turns OFF this feature. Otherwise you won't be able to
> enter any trade at all.
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "nikku" <nikku@xxxxxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, September 24, 2004 9:44 PM
> Subject: Re: [amibroker] running auto analysis with no results, demo
> version - what's my mistake?
>
>
> > Hi Ara, and thanks a lot for taking the time to help
> >
> > Below is the code for the test I was trying to make. I'm sure you'll get
> > a laugh out of it :)
> >
> > I have saved the settings in my systems folder, but I'm not sure how to
> > post them here! When I click on the icon, I just get that gibberish
> > script ( yes, it must be fun for you programmers to deal with guys like
> > me who obviously know nothing about it).
> >
> > And yes, the individual test folders for the 'failed' tests ARE showing
> > up in the Amibroker/Reports folder. When I try to open one of the
> > documents inside a particular folder (for example, the icon marked
> > 'stats') the stats window opens but all the fields are 0 or N/A
> >
> > I don't want to attach the settings file because I don't know if it's
> > considered bad form to post an email here with an attachment on it - I
> > will try to get this settings document to open in a decipherable form
> > and then I'll post it.
> >
> >
> >
> > bb=((C+2*StDev(C,20) - MA(C,20)) / (4*StDev(C,20)))*4 - 2;
> > Buy=bb>1.45 AND
> > Ref(bb,-1)<1.45 AND
> > Ref(bb,-2)<1.45 AND
> > Ref(bb,-3)<1.45 AND
> > Ref(bb,-4)<1.45 AND
> > Ref(bb,-5)<1.45 AND
> > Ref(bb,-6)<1.45 AND
> > Ref(bb,-7)<1.45 AND
> > Ref(bb,-8)<1.45 AND
> > Ref(bb,-9)<1.45 AND
> > Ref(bb,-10)<1.45 AND
> > Ref(bb,-11)<1.45 AND
> > Ref(bb,-12)<1.45 AND
> > Ref(bb,-13)<1.45 AND
> > Ref(bb,-14)<1.45 AND
> > Ref(bb,-15)<1.45 AND
> > Ref(bb,-16)<1.45 AND
> > Ref(bb,-18)<1.45 AND
> > C>MA(C,200);
> > Sell=0;//
> >
> > TrailStopAmount = 2 * ATR( 20 );
> > Capital = 100000;
> >
> > Risk = 0.01*Capital;
> > PositionSize = (Risk/TrailStopAmount)*BuyPrice;
> > ApplyStop( 2, 2, TrailStopAmount, 1 );
> >
> >
> >
> >
> >
> >
> >
> > Ara Kaloustian wrote:
> >
> >> if your buy/sell condition are good, take a look at the AA settings ...
> >> particularly the period ... having daily with real time data for
> example
> >> will produce no results usually
> >>
> >> ----- Original Message -----
> >> From: "john gibb" <jgibb1@xxxxxxxxxxxxx>
> >> To: <amibroker@xxxxxxxxxxxxxxx>
> >> Sent: Friday, September 24, 2004 11:14 AM
> >> Subject: Re: [amibroker] running auto analysis with no results, demo
> >> version - what's my mistake?
> >>
> >>
> >> >
> >> > Hi Nik,
> >> >
> >> > In order to help you fully resolve this, we may need to see your
> >> code and
> >> > exact settings( you can save your settings as an ABS file from
> the "Auto
> >> > Analysis | Settings" dialog box.) (And, of course, the symbols
> you are
> >> > testing on must actually have data.)
> >> >
> >> > Also, FWIW, a reports folder is created for each actual backtest
> in the
> >> > Amibroker/Reports folder with a date-time stamp at the end of the
> folder
> >> > name like this:
> >> >
> >> > 0Tutorial_b-20040924105906843.
> >> >
> >> > where '20040924' is the date and '105906' is the time(hour,
> minutes, and
> >> > seconds). So, did a folder get created with the date and time of your
> >> > result-less backtests?
> >> >
> >> > -john
> >> > ----- Original Message -----
> >> > From: "nikku" <nikku@xxxxxxxxxxxx>
> >> > To: <amibroker@xxxxxxxxxxxxxxx>
> >> > Sent: Friday, September 24, 2004 10:39 AM
> >> > Subject: [amibroker] running auto analysis with no results, demo
> >> version -
> >> > what's my mistake?
> >> >
> >> >
> >> > Hi all
> >> >
> >> > Having a great time demoing this program.
> >> >
> >> > I was using the automatic analysis tools successfully, trying to code
> >> > different systems and learn how to use AFL. Yesterday, however, I
> tried
> >> > to write a system which I thought should have correct syntax. When I
> >> > clicked on 'backtest', the program showed me the little box which
> >> > reminds us that it's a demo version and that we can only test 5
> >> > securities.... but this time, the results did not pop up in the
> >> > spreadsheet-like window at the bottom. I thought that maybe I was
> asking
> >> > Amibroker to review a blank or undefined 'workspace' - that is I
> wasn't
> >> > asking it to analyze any stocks, so I made sure (I think) that the
> >> > current workspace had stocks loaded. It was the same one I have been
> >> using.
> >> >
> >> > The I tried to use a previous system which had definitely generated
> >> > results for me - but no luck.
> >> >
> >> > The report window shows these failed backtests - they are all of type
> >> > 'P'. Previous tests of type 'P' and 'I' were successful.
> >> >
> >> > The 'View last report'' page shows stock symbols present when I
> click on
> >> > 'symbols' on the right side of the top row of text..
> >> >
> >> > Re-launching has no effect. I must be doing something wrong here.
> I have
> >> > tried for a while to get a backtest done - can anyone suggest
> anything?
> >> > Thanks a lot, Nik
> >> >
> >> >
> >> >
> >> >
> >> > Check AmiBroker web page at:
> >> > http://www.amibroker.com/
> >> >
> >> > Check group FAQ at:
> >> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >> > Yahoo! Groups Links
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> > Check AmiBroker web page at:
> >> > http://www.amibroker.com/
> >> >
> >> > Check group FAQ at:
> >> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >> > Yahoo! Groups Links
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >>
> >>
> >>
> >>
> >> Check AmiBroker web page at:
> >> http://www.amibroker.com/
> >>
> >> Check group FAQ at:
> >> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >>
> >>
> >> *Yahoo! Groups Sponsor*
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> >>
> >>
> >>
> >>
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> >>
> >
> >
> > --
> > The majority meet with failure because of their lack of persistence
> in creating new plans to take the place of those which fail.
> >
> >
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
>
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>
>
>
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