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Tomasz,
Thank you for your reply. Here is what I found.
I have looked at the detailed report. On almost every day there are
many (5 - 50) buy or short signals generated. Of those generated, 0 -
3 may actually be traded in the backtester (they all seem to show up
in the plot). I have observed that if 1 or more trades are generated,
the symbols traded are taken in alphabetical order, so most of my
trades are in symbols starting with 'A'.
I have looked at the available capital, and there is always plenty of
money in the account. I am sure this is because I usually only have a
few active trades at once in the backtester.
I looked closely at three symbols, one had all trades listed in the
backtest report, one had 5 of 8 listed, and one had 3 of 15 listed.
Now the wierd part, when I run the backtest on an individual symbol,
the 5 of 8 symbols now showed all 8 trades in the backtest report,
but the 3 of 15 symbol still only showed the 3 trades in the report
with all 15 in the plot.
I did notice the "Limit trade size as % of entry bar volume" and
already had that set to 0, so I believe the answer lies elsewhere.
I will try to reimport the data per qweds_560 (Sam's) suggestion. I
am using TC200 hard drive data, I don't know if that is relevant or
not. I'll keep you posted if I find anything.
Tom
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@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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