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Hello,
In such case please send the settings file and the formula to
support [at] amibroker.com
You can generate settings file by pressing "SAVE" button
in Automatic Analysis->SETTINGS window.
This will allow us to analyse the problem and provide you with the solution.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "nikku" <nikku@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, September 24, 2004 9:57 PM
Subject: Re: [amibroker] running auto analysis with no results, demo version - what's my mistake?
>
> 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
>> >>
>> >>
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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/
>>
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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
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>
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>
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>
>
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