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Yes Tomasz does, if it is a bug it needs fixing. You might just be one
of a few who can actually see the effects, there may be other hidden
things that occur.
Send all you information directly to support for them to try it. They
may just have a solution for you if it is something in the settings or
AFL you are using. It may also be a problem in your databse files,
they may be corrrupted.
If it is a program bug then it needs fixing
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 12/5/05, sebastiandanconia <sebastiandanconia@xxxxxxxxx> wrote:
> Yup, that's checked. I tried aligning it to ^DJI, as well, and it
> still does the same thing. It happens consistently, too. Insert a
> stock into the watchlist with a shorter run of data than the rest
> anywhere in the order (3rd, 5th, etc.) and it still happens. It
> stops, though, from the date when all the securities in the watchlist
> have data available in common.
>
> For example, testing a watchlist of securities since January 1, 2005
> which includes a security that was a new issue first listed on March
> 1, 2005 would trigger the bug. Start the test after March 1, though,
> and things work fine.
>
> Because of its predictability and "re-creatability" I think it's a
> bug, just an unimportant one that rarely turns up.
>
> Tomasz probably doesn't need to spend any time working on this, I
> just posted as an FYI.:)
>
>
> Luck,
>
> Sebastian
>
> --- In amibroker@xxxxxxxxxxxxxxx, "emp62" <emp62@xxxx> wrote:
> >
> > 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@xxxx>
> > 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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