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as has been said it could be that your positionsize is too small for the
index prices
either incvrease the positionssize and the inititial equity, or allow for
part shares, ie roundlotsize = 0;
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 02/02/07, wavemechanic <fimdot@xxxxxxxxx> wrote:
>
> *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 <davidfitch@xxxxxxxxxxx>
> *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 <fimdot@xxxxxxxxx>
> *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 <davidfitch@xxxxxxxxxxx>
> *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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> 3:16 PM
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>
>
>
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