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I would like to chime in on this thread. I've used AB for years, but find
that this discrepancy (scan v. backtest) is the one that I spend the most
time on. In some cases, I simply cannot diagnose the problem. Even though
it seems that there is plenty of cash, no stops, etc, etc, the backtester
just does not take some trades that scan sees. I know this is not really
the place for feature requests, but IMHO I do think that we could use some
diagnostics from the backtester -- why not a message about why a given trade
was not taken?
Thanks
chuck
----- Original Message -----
From: "Tomasz Janeczko" <groups@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, June 24, 2006 5:45 AM
Subject: [amibroker] Re: Difference between Scan and Backtest
> --- In amibroker@xxxxxxxxxxxxxxx, james smith <jamesmemphis@xxx> wrote:
>>
>> New user here.
>>
>> I am getting different results with scan and backtest.
>
> This topic appears here every few days, please make a search on old
> messages to find out hundreds of responses.
>
> In short: scan gives RAW signals (may be redundant), backtest gives
> actual trades that are subject to constraints such as round lot size,
> min. pos size, max. pos size, etc, etc, that may cause that trade is
> not entered.
>
> Regards,
> Tomasz Janeczko
> amibroker.com
>
>
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>
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