Re: [amibroker] Backtesting Index...No Results

["David Fitch" <davidfitch@xxxxxxxxxxx>]

Terry
Thanks for your suggestions. Backtester Settings seem okay. Portfolio tab has a box to check that eliminates zero volume problems so that mutual funds work. Those indexes that do work are predominatly interest rate tickers, ^FVX,^IRX,^TNX.  But one other ticker creeped in, airlines, ^XAL.
I've looked through the other AA/Backtester/Settings, including making min shares, 0.001.

If none worked, I'd feel it must have to do with the way index tickers are designated in yahoo. But a few do work...
My pee brain is overwhelmed!
Thanks
Dave

  ----- Original Message -----
  From: Terry 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Thursday, February 01, 2007 10:41 AM
  Subject: RE: [amibroker] Backtesting Index...No Results



  Indexes don't have volume. You probably have a volume limit checked in AA->Settings->Porfolio tab. Check to box to disable if no volume.



  Also, ^RUT has a few month period where Yahoo DID give volume, so I would simply make it 0 when testing indexes, otherwise it will "pay attention" to volume when/if it is there.



  --

  Terry

  -----Original Message-----
  From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of David Fitch
  Sent: Thursday, February 01, 2007 10:59
  To: amibroker@xxxxxxxxxxxxxxx
  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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