|
PureBytes Links
Trading Reference Links
|
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: "tkoinaustin" <tkoinaustin@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, January 10, 2005 2:01 PM
Subject: [amibroker] Backtest not considering all signals
>
>
>
> 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
>
>
>
>
>
>
>
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Has someone you know been affected by illness or disease?
Network for Good is THE place to support health awareness efforts!
http://us.click.yahoo.com/Rcy2bD/UOnJAA/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/
|