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Graham,
our emails crossed. THAT'S IT! Changed initial size from 10,000 to 100,000 and TaDa! Works!
Thank you!
Dave
----- Original Message -----
From: Graham
To: amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, February 01, 2007 1:20 PM
Subject: Re: [amibroker] Backtesting Index...No Results
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
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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