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Many thanks TJ, I re tested with imported data file containing
volume together with your suggestions - appears to have worked for
me.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@xxxx>
> 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
> >
> >
> >
> >
> >
> >
> >
> >
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