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Thanks Tomasz!
----- Original Message -----
From: "Tomasz Janeczko" <groups@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, June 26, 2006 7:38 PM
Subject: Re: [amibroker] Re: Difference between Scan and Backtest
> Hello,
>
> It was explained many times here: the reason is that SCAN reports
> RAW signals (without checking any contraints), while BACKTEST
> uses portfolio-level constraints such as amount of available cash,
> settings such as max. pos size, max. open pos, min. pos size, allow pos
> shrinking,
> round lot size, etc, etc that may not allow to enter given trade.
>
> As for "diagnostics" - it is already there - switch report mode to
> "DETAILED LOG".
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "intermilan04" <intermilan04@xxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, June 26, 2006 9:12 PM
> Subject: [amibroker] Re: Difference between Scan and Backtest
>
>
>> 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
>>> >
>>> >
>>> >
>>> >
>>> >
>>> >
>>> >
>>>
>>
>>
>>
>>
>>
>>
>>
>>
>> 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.
>
> 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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