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Tom,
Not sure if this will help, but I had a similar problem with the
backtester but only testing on one symbol (JY futures). I would
apply the backtester and find that there were legitimate (actual)
trades plotted on the chart which did not appear on the Results box
of the backtester. To cut a long (and very annoying and time
consuming) story short, I finally reimported the data file in
without the volume field. All the trades now appear in the Results
box. I was only single contract testing and there are no volume
considerations in the code.
best wishes
Sam
--- In amibroker@xxxxxxxxxxxxxxx, "tkoinaustin" <tkoinaustin@xxxx>
wrote:
>
>
> 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
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