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1 possible explanation: Make sure your filters or
other signals are in effect. For example, say you have
a 50DMA but only 49 days of data, you might have a buy
signal but there is no data for the moving average so
the signal isn't taken. It seems like this has
happened to me before.
James
--- cstrader232 <cstrader232@xxxxxxxxxxxx> wrote:
> 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:
>
=== message truncated ===
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