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



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You put in the dates, but you have not ACTUALLY SELECTED to use those dates.
Click the radio button beside the dates.

I did this many times expecting it to default to my dates when changed. It
does not.

--

Terry

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of David Fitch
Sent: Thursday, February 01, 2007 14:31
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Backtesting Index...No Results

 

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 <mailto:fimdot@xxxxxxxxx>  

To: AmiBroker, <mailto:amibroker@xxxxxxxxxxxxxxx>  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 <mailto:davidfitch@xxxxxxxxxxx>  

To: amibroker@xxxxxxxxx <mailto:amibroker@xxxxxxxxxxxxxxx> ps.com 

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 <mailto:fimdot@xxxxxxxxx>  

To: amibroker@xxxxxxxxx <mailto:amibroker@xxxxxxxxxxxxxxx> ps.com 

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 <mailto:davidfitch@xxxxxxxxxxx>  

To: amibroker@xxxxxxxxx <mailto:amibroker@xxxxxxxxxxxxxxx> ps.com 

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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