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



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I don't know exactly what is wrong but it is not the symbol.  Attached is a screenshot of ^DJI with buy/sell signals for your condition and another of the Backtester.

Bill
  ----- Original Message ----- 
  From: David Fitch 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Thursday, February 01, 2007 2:17 PM
  Subject: Re: [amibroker] Backtesting Index...No Results


  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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