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RE : [amibroker] Qts re: discrepancy between Scan and Backtest



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Every time the condition is true (buy == 1) you get a buy signal in scan. Using backtest, you will only get the first buy until you get an exit signal (sell == 1). The other buy signals are dismissed by the backtester.

 

Regards,

 

Hugo

 

-----Message d'origine-----
De : amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] De la part de Dickie Paria
Envoyé : 21 juin 2005 08:48
À : amibroker@xxxxxxxxxxxxxxx
Objet : [amibroker] Qts re: discrepancy between Scan and Backtest

 

When I run a scan of a trading system (for some stocks and for a
certain time period), I get about 15 'Buy' signals.  However, when I
run a backtest of the same system (with time period and number of
stocks the same), I get only one 'Buy' signal (which is one of the 15
scans).  What gives?




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Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html





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