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without any mroe details and based on the confusing plotshapes It is confusing to me anyway, so i changed to simple straightforward plot statements, please see if these make a difference
PlotShapes ( Buy * shapeUpArrow, 0
, Low, 0 );
PlotShapes ( Cover * shapeUpTriangle, 0, Low
, -15 );
PlotShapes ( Sell * shapeDownArrow, colorRed
, 0, H, 0 );
PlotShapes ( Short * shapeDownTriangle, colorRed,
0, H, - 15 );
Did some of your trades actually exit before the next entry signal? if not then there would be no next trade which would mean some signals were ignored
Plotting shapes for the signals does not mean the trades will actually be taken in backtest, it just means there was a signal at that bar.
On 3/14/06, Ed Cottrell <emc@xxxxxxxxxxxxxx> wrote:
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
SPONSORED LINKS
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
SPONSORED LINKS
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