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Hello,
User's Guide, AA Settings page:
http://www.amibroker.com/guide/w_settings.html
Portfolio tab:
"
Limit trade size as % of entry bar volume
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) or check
"Disable trade size limit weh bar volume is zero" box. 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: "qweds_560" <qweds_560@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, January 10, 2005 6:25 PM
Subject: [amibroker] Re: Backtest not considering all signals
>
>
> 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
>
>
>
>
>
>
> 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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