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[amibroker] Re: Why is backtester filtering add on signals?



PureBytes Links

Trading Reference Links

The ans has been posted on the forum before (Msg 83347).  Here it 
is.  Just right click on your results window and click on 'Show 
Current Trade Arrows'.

******************************

Hugo - Many thanks for the quick reply!! I guess I've to play around
with my 'Sell' signals.


--- In amibroker@xxxxxxxxxxxxxxx, "Hugo Tanguay" <hugotanguay@xxxx>
wrote:
> 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?
>
>





--- In amibroker@xxxxxxxxxxxxxxx, "Esteban" <EstebanUno@xxxx> wrote:
> If I run a scan every buy or short signal is reported in the results
> window. If I run a backtest, any buy or short signal that occurs 
when
> a position in either direction is already open is not listed in the
> report.
> 
> What setting am I missing that is filtering out additional signals?
> Under the general tab of backtester settings I have the following:
> 
> Equity = 100,000
> Position size = 1000
> Margin requirement = 100
> Round lot size = 1
> Positions = Long and short
> Periodicity = 30min
> Min shares = 1
> The only box that is checked is Allow same bar exit.
> 
> There is no PositionSize variable in my code. There are no ExRem
> statements either. I don't know if either of these would affect add
> ons so I left them out of the equation for now.
> 
> Please help,
> Esteban




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