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Hello,
1. Yes you are running out of capital.
500 symbols * 2000 = $100000
2. Depending on success or failure of first trades
equity may drop from initial value hence you may need even
more funds at start
3. Trades occur on buy/sell signals only. It is very unlikely
to generate entry signal at all symbols at the same time
(unless you specifically coded this way)
4. Run your backtest in "DETAILED MODE" then you will see
how your remaining cash changes everyday and if you have any
cash left. You will see also buy/sell signals generated everyday.
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
>
>
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>
>
>
>
> 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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