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Hello,
Please send detailed log to support at amibroker.com
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "tkoinaustin" <tkoinaustin@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, January 10, 2005 7:26 PM
Subject: [amibroker] Re: Backtest not considering all signals
>
>
>
> 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
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>
>
>
>
>
>
>
>
>
> 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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