Re: [amibroker] Backtester not following some entry signals

["Tomasz Janeczko" <amibroker@xxxxxx>]

Hello,

Depending on available cash (or rather LACK of it) backtester will skip some
trades, also some constraints like (min. shares, round lot size) may prevent
from entering the trade.

http://www.amibroker.com/gifs/bt_regular.gif


Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Ed Cottrell" <emc@xxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, March 14, 2006 12:58 AM
Subject: [amibroker] Backtester not following some entry signals


> Hello all,
> 
> I have a system which plots its buy/sell/short/cover signals (using arrows
> and triangles). Eyeballing an hourly chart for a certain period, I found 8
> trades on a given symbol. The backtester, running on hourly bars over the
> same period, found only 6. I'm not using any stops with delays before
> reentry or anything like that. Both of the missing trades are
> stop-and-reverse type trades, though the backtester did pick up a couple of
> those, as well.
> 
> Any ideas what could be causing this?
> 
> The plots use the following code, so I'm pretty sure the arrows are okay:
>     shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
>     PlotShapes( shape,
>          IIf( Buy || Cover, colorBrightGreen, colorRed ),
>          0,
>          IIf( Buy || Cover, Low, High ),
>          -15
>          );
>     shape = Short * shapeDownTriangle + Cover * shapeUpTriangle;
>     PlotShapes( shape,
>          IIf( Buy || Cover, colorBrightGreen, colorRed ),
>          0,
>          IIf( Buy || Cover, Low, High ),
>          IIf(Buy && Cover || Sell && Short, -40, -15)
>          );
> 
> 
> Thanks!
> 
> -Ed
> 
> 
> 
> 
> 
> 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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