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never encountered this problem so it is not due to a bug in Amibroker. Not
sure if it helps but do you have "Pad and align all data to reference
symbol" (using ^GSPC in your case) set in the Backtester settings window?
rgds, Ed
----- Original Message -----
From: "sebastiandanconia" <sebastiandanconia@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, December 04, 2005 9:38 PM
Subject: [amibroker] Portfolio system test doesn't pick up all the stocks.
> I'm using AB 4.70rc2, with most of the system test settings in default
> mode.
>
> I run a portfolio-level system test where a full portfolio of 10
> stocks in a watchlist is bought/sold on the same Foreign() buy/sell
> signals from ^GSPC. Position-sizing is based on this:
>
> PosQty = 10; // You can define here how many open positions you want
> SetOption("MaxOpenPositions", PosQty );
> PositionSize = -99/PosQty; // invest 99% of portfolio equity/
>
> ...and the difficulty I'm having is not related to the equity being
> too low.
>
> If all the stocks in a watchlist I'm testing have data available for
> the entire test period, all the stocks get bought/sold as they
> should. However, if one of the stocks is a new issue (or for some
> other reason there isn't data available), what happens is that the
> system tester buys stocks (in the alphabetical order of the watchlist)
> UNTIL IT REACHES THE STOCK WITHOUT DATA AT THAT TIME. It doesn't buy
> that stock, of course, because there's no data. However, the system
> tester doesn't "jump" to the next stock(s) in the watchlist and buy
> them. Instead, it simply buys the first stocks on the list until it
> reaches the one with missing data, then doesn't buy any more even if
> there IS data available for those remaining stocks.
>
> As a practical matter for me, the fix is easy: Kick the stock without
> data for the full test-period and simply replace it with another that
> has continuous data. There's no such thing as a stock that's
> irreplaceable.:)
>
> I just ran across this glitch and thought I'd pass it on. (My AB
> version is several months old, so it may even be a bug that's already
> been fixed.)
>
>
> Luck to all,
>
> Sebastian
>
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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
>
>
> Yahoo! Groups Links
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>
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