[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Backtest not considering all signals



PureBytes Links

Trading Reference Links



All,

I am new to AB so this may be a simple question. I have a portfolio 
of 500 symbols. When I backtest them everything looks fine, but when 
I plot a symbol and show the actual trades, I have many more trades 
indicated in the plot that were actually considered in the backtest. 
I use a $50,000 initial equity and $2000 trade size, so I am not 
running out of capital. I allow 30 trades to be active at once, but I 
never see more than 10, usually only 2-3 at any given time. When I 
spot check the symbols in plot, they are all giving trade signals, so 
I feel there should be about 25 active trades at all times (2000 * 25 
= 50000).

Has anyone seen this behavior before. If so, what do I have 
configured incorrectly? Thanks 

Tom








------------------------ Yahoo! Groups Sponsor --------------------~--> 
What would our lives be like without music, dance, and theater?
Donate or volunteer in the arts today at Network for Good!
http://us.click.yahoo.com/Tcy2bD/SOnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

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

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/