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chuck,
I'm with you on this. I myself have seen stocks scanned but not taken
by the Backtester. And my system is a daytrading system so this
simply should not happen.
I do not know the code, so I can only speak from observing the
black-box though.
Regards,
intermilan04
--- In amibroker@xxxxxxxxxxxxxxx, "cstrader232" <cstrader232@xxx> wrote:
>
> 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@xxx>
> 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@> 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
> >
> >
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> >
> >
>
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