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Title: Message
Graham,
Actually, the arrows plot fine - I just added them, today, to help me see
the signals more clearly. The problem is that the backtester isn't picking up
all of the trades that are signaled (whether or not the PlotShapes commands are
in my code).
-Ed
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.
> > >
> > > 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.
>
>
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> >
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>
>
> >
> >
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> >
> >
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