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Keith,
You are correct, right answers, wrong report. It is annoying as you
can't tell from your Report under what conditions your backtest was
really run, both for TradeDelays, Prices and any Parameters you have
setup. Also, as Jeff pointed out, setting Futures mode in code is not
enough, you must also check the Futures box in Settings to get it to
work.
I have reported these problems to Support some time ago. I assume they
are on the bug fix list, but do not know for sure.
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of keithmccombs
Sent: Sunday, December 18, 2005 20:49
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Problems with Back Test Report
1. I just noticed that if I change the value of a parameter using
Parameters in AA and then run a back test, the new changed value is
indeed used as expected. However, this new value is not reflected in
the back test report. The Formula section shows the orginal default
value, and the Settings section doesn't show it at all. Perhaps
there could be an additional paragraph added to the settings section
to show the parameters as they really are for the particular back
test?
2. I placed the following code in my .afl file:
SetTradeDelays(1,0,1,0);
BuyPrice=Open;
SellPrice=Close;
But my Settings in AA are for all delays equal to 1 and all trades on
Open.
I then run a back test, I beleve that the code is over riding the
appropriate Setting in AA when I run back test. However, even though
the Settings section shows the proper over ridden values (1,0,1,0)
for the delays, it shows both the BuyPrice and SellPrices to be on
Open.
Any help on these two items would be appreciated.
BTW, I am using AB 4.74.6 and HTMLView 1.0.1.
-- Keith
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