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Bill,
I tried something simple and time period from 10/31/02 to today for say ^DJI. No buys or sells generated.
//Simple Backtest
Buy=Cross( MACD(), Signal() );
Sell=Cross( Signal(), MACD() );
They generate plenty signals for stocks,etfs but not for most indexes with " ^ ".
Something simple that I don't understand I'll bet.
Thanks
Dave
----- Original Message -----
From: wavemechanic
To: amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, February 01, 2007 10:56 AM
Subject: Re: [amibroker] Backtesting Index...No Results
What are your buy/sell conditions? Perhaps your conditions do not generate signals for most indices.
Bill
----- Original Message -----
From: David Fitch
To: amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, February 01, 2007 12:59 PM
Subject: [amibroker] Backtesting Index...No Results
Can someone tell me why individual backtest yields no results for most indexes. These begin with a "^" in front, ^DJI. A few do work,ie ^FVX,^IRX,^TNX,^XAL. But most show no buys/sells. This is EOD data.
Thanks
Dave
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