Re: [amibroker] Backtester doesn't show trades, but DebugView does

["Tomasz Janeczko" <amibroker@xxxxxx>]

Hello,

Backtester shows trades actually taken which are subject
to portfolio cash , max. number of open positions, round lot size, min. shares
and other limits set in the settings.

Your code on the other hand shows all RAW SIGNALS.

The difference is shown in this picture:
http://www.amibroker.com/gifs/bt_regular.gif


Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Brian Fenske" <brfenske@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, June 22, 2005 8:04 AM
Subject: [amibroker] Backtester doesn't show trades, but DebugView does


>I have for loop code that looks for entries and exits like this 
> (obviously pseudo-code):
> 
> for( i = 1; i < BarCount; i++ )
> {
> 
> //    EXITS
> If cond1 then {
>  If bInLong then {
>    Sell[i] =1
>    _TRACE("sell at " + price)
>  }
> }
> 
> If cond2 then {
>  If bInShort then {
>    Cover[i] = 1
>    _TRACE("cover at " + price)
>  }
> }
> 
> //    ENTRIES
> If cond3 then {
>  If Not bInLong then {
>    Buy[i] = 1
>    _TRACE("buy at " + price)
>  }
> }
> 
> If cond4 then {
>  If Not bInShort then {
>    Short[i] = 1
>    _TRACE("short at " + price)
>  }
> }
> 
> }
> 
> The problem is, when I run this in the backtester it shows a few 
> trades when it should show dozens.  Much stranger though is I have 
> DebugView running and the TRACE statements are writing out many 
> times more trades that what I see in the backtester results window.  
> 
> Is there some basic flaw to my understanding of how looping code 
> works in the backtester?  
> 
> Is my 'Buy[i] = 1' construct the wrong way to do this?  
> 
> Are there some more complex for loop examples that I could use as a 
> guide?
> 
> Thanks for any insight,
> Brian
> 
>  
> 
> 
> 
> 
> 
> 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
> 
> 
> Yahoo! Groups Links
> 
> 
> 
> 
> 
> 
> 
>


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