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Tomasz, I sent the ticker list and my full code to both Amibroker
support and your Yahoo! e-mail. Earlier, I "fixed" the problem by
simply eliminating the "problem" ticker and everything returned to
normal. I just put it back into the watchlist, and the problem
returns on the system test, so I think you'll be able to reproduce it.
AB is still the absolute best product on the market, though, and I
wouldn't switch for anything.:)))
Luck,
Sebastian
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
>
> Sebastian,
>
> Frankly speaking I can not reproduce what you are saying.
> Normally, when there is no data for given symbol the formula
> does not generate any signals for it and it is not even considered
> by the backtester engine.
>
> Maybe it is because something in your formula (for example,
> the formula you have generates signals on non-traded stocks).
> Please send the formula you are using to the support with
> the settings and list of tickers you run your formula on.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Graham" <kavemanperth@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, December 05, 2005 10:52 PM
> Subject: Re: [amibroker] Re: Portfolio system test doesn't pick up
all the stocks.
>
>
> > 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@xxxx> 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
> >
> >
> >
> > 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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