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OK, I'm checking out the "DETAILED LOG" but it's not helping me that much.
Right now I have a situation where scan shows both a long and then after
that a short (I want both to be open at the same time). However the
backtester shows the long but not the short. Of course there is a reason
for this -- something is constrained -- but what is it? Detailed log is
not helping me. Shouldn't the detailed log show the trade signal being
generated, even if it is not being taken? It does not show the trade. Nor
does it give me any idea of what constraint is preventing the second trade
from being taken. This is what I find frustrating.
thanks
----- 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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