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Re: [amibroker] Backtester not following some entry signals



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sorry forgot the colour in the lines

PlotShapes( Buy * shapeUpArrow, colorGreen, 0, Low, 0 );
PlotShapes( Cover * shapeUpTriangle, colorGreen, 0, Low, -15 );

PlotShapes( Sell * shapeDownArrow, colorRed, 0, H, 0 );
PlotShapes( Short * shapeDownTriangle, colorRed, 0, H, -15 );

--
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 3/14/06, Graham <kavemanperth@xxxxxxxxx> wrote:
>
>
> 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.
>
>
>
>
> --
> 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 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
> >
> >
> > -----Original Message-----
> > From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Tomasz Janeczko
> > Sent: Monday, March 13, 2006 6:38 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: Re: [amibroker] Backtester not following some entry signals
> >
> > 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.
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