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Check your Equity. My case was that although Scan finds signals,
Backtest didn't enter trades due to insufficient funds available at
the time of trade.
intermilan04
--- In amibroker@xxxxxxxxxxxxxxx, "cstrader232" <cstrader232@xxx> wrote:
>
> 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@xxx>
> 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@xxx> 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@xxx>
> >> 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@xxx>
> >> > 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@> 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@>
> >> >>> 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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> >
> >
> > 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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