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Title: Message
Hi
Tomasz,
Unfortunately, those settings aren't my problem. I have plenty of cash
($100k), min shares is 1, min position size is $2k, etc. None of the settings I
know about seem to be problematic.
Thanks,
Ed
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
>
>
>
>
>
>
>
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
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