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Title: Message
Oh.
Sorry about that; I saw two messages and thought the second was just a
correction of the first.
In
response to your comments on the actual backtest: yes; these are instances where
an exit (either sell or cover) is signaled, along with a reverse entry (short or
buy long), both on the same bar. The system should do a stop and reverse, but
the backtester misses some of them.
Thanks,
Ed
I realise that the shapes do not make the signals, it was that you
created a complex bit of code for a simple thing for the plotshapes. It may
have been a long shot that the plotshapes code was incorrectly showing signals
On 3/14/06, Ed
Cottrell <emc@xxxxxxxxxxxxxx> wrote:
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).
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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> >
>
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> >
>
> > >
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> >
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> >
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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
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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
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For other support material please check also:
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