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Well, I guess I could see something like that...but if it's an indicator
issue, why would scan find the buy and backtest not?
----- Original Message -----
From: "James" <jamesmemphis@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, June 27, 2006 4:39 PM
Subject: Re: [amibroker] Re: Difference between Scan and Backtest
>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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