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I've am new to AB, programing/coding etc., but I've been putting in
my time trying to learn, but kind of stumped at this point. Any help
with this would be greatly appreciated!
I've been trying to backtest a simple ADX pull back system, the code
follows:
_SECTION_BEGIN("HV100");
HV100 = round(StDev(log(C/Ref(C,-1)),100)*100*sqrt(256));
_SECTION_END();
Filter = HV100 > 40
AND ADX( 14 ) > 30
AND PDI() > MDI()
AND Close > 40
AND MA( Volume, 50 ) >= 400000
AND Close > MA(Close, 200)
AND RSIa( Close, 5 ) < 50
AND RSIa( Close, 2 ) < 30;
TriggerPrice = Ref(High,-1);
Buy = Ref( Filter, -1) AND High > TriggerPrice;
BuyPrice = Max( Open, TriggerPrice );
Sell = Cross ( EMA ( Close, 8 ), Close);
Here's the problem, using the Range "All Quotations" I only get back
71 results that date from 1999 to late 2001, but if I set the Range
to test over this past year 10/16/05 to 10/16/06...I get 25
additional signals.
What appears to be happening is that for some reason not all of the
quotations are being backtested. Has anyone had this sort of problem?
Below are my settings from the report generated:
Initial Equity: 7000 Periodicity/Positions: Daily/Long
Commissions: 7.00 per trade Annual interest rate: 0.00%
Range: 10/16/2005 00:00:00 - 10/16/2006 Apply to: Filter
Include Filter Exclude Filter
Market - Market -
Group Stock Group -
Sector - Sector -
Industry - Industry -
Watch list - Watch list Exclude
Index - Index -
Favourite - Favourite -
Account margin: 50 Futures mode: No
Def. round lot size: 100 Def. Tick Size 0
Drawdowns based on: High/Low prices
Long trades
Buy price: Open Sell price: Close
Buy delay: 0 Sell delay: 0
Short trades
Short price: Open Cover price: Close
Short delay: 0 Cover delay: 0
Stops
Maximum loss: disabled Profit target: disabled
Value: 5.00 Value: 0.00
Exit at stop? yes Exit at stop? yes
Trailing stop: disabled
Value: 0.00
Exit at stop? no
Thanks!
Wade Bullock
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