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I have experienced this problem also when the setting is
SetTradeDelays(1, 1, 1, 1). SetOption("MaxOpenPositions", 6);
PositionSize = -100 / 6;
The system I am working on Trades and sells on open the next
morning. I have been testing the system each evening after my new
data is in and I find that some times some of my previous trades
disappear and are replaced with a different stock. I have used the
check button and have no future bars. Does this mean I can not use
my system to find tomorrow's trade or is there an other way.
Thank You
Jim Hutchison
At 10:36 PM 6/1/2006, you wrote:
>PositionScore works correctly, but if you use PositionScore to modify
>the PositionSIZE, then this is done on the trading day and you have that
>set to 1,1,1,1. So, you would see the effect you describe. In essence,
>it looks forward a day.
>
>Lest I get in trouble with TJ, if this is your problem it just cannot be
>coded that way. Instead of modifying PositionSize, just make
>PositionScore part of your Buy statement to block certain trades.
>
>If you are not doing the above, then you'll have to post code to
>evaluate.
>
>Have you tried the CHECK button in the editor? It needs to say you are
>not using forward looking code. If it does say you are looking into the
>future, then you have to find that code and eliminate it (if it affects
>Buy/Sell code).
>--
>Terry
>-----Original Message-----
>From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
>Behalf Of intermilan04
>Sent: Wednesday, May 31, 2006 23:58
>To: amibroker@xxxxxxxxxxxxxxx
>Subject: [amibroker] Backtester picks wrong stocks
>
>Hi all,
>
>I have a daytrade system which buys at open, sells at close.
>The system has SetTradeDelays(1, 1, 1, 1);
>
>The idea here is I download the market data at night, scan for signals
>then place market orders overnight so I will buy at open the next day.
>
>The problem I'm facing is this:
>
>Suppose I run my system at night and it signals Stock A, B, and C. I
>place orders and buy them tomorrow morning. The following night, I
>run backtest and see which ones my backtester picked. Strangely, the
>backtester does not always pick out Stock A, B, and C, despite having
>signaled them the night before.
>
>I am ranking my signals by PositionScore variable, but criteria used
>by PositionScore looks at past quotes, not future quotes.
>
>Has anyone explanation as to why this happens? If the backtester does
>not pick what it had signaled, it is a grave situation because you
>can't really follow with the system no matter how good it is.
>
>Thank you in advance,
>
>intermilan04
>
>
>
>
>
>
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>To get support from AmiBroker please send an e-mail directly to
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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
>
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