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



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Thanks Bill

Noticed you had run the backtest on all quotations. When I do this , I get signals until sell 1/5/1955 for ^DJI. Then tried ^DJT, and got signals through today. But when I put in specific date range, last "n" quotes or last "n" days...nothing. The attached screenshot shows ^DJI results, all quotes.

May have to kick this over to Support...

Thanks for taking the time to look into this.
Dave



  ----- Original Message ----- 
  From: wavemechanic 
  To: AmiBroker, User 
  Sent: Thursday, February 01, 2007 12:56 PM
  Subject: Re: [amibroker] Backtesting Index...No Results



  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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