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

["David Fitch" <davidfitch@xxxxxxxxxxx>]

Thanks Terry,
That was by design. I was trying to copy Bill's earlier post..."all quotations". I know what you mean however, been there, done that.
In this case the reason the signals stopped at the 1955 date had to do with no money in the backtester as pointed out by Herman. In the AA/Settings, I had 10,000 starting account and round lot size of 100. Wasn't enough funds to trade DJI past that date.  
Now I know!
Thanks to all for help
Dave


  ----- Original Message ----- 
  From: Terry 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Thursday, February 01, 2007 1:46 PM
  Subject: RE: [amibroker] Backtesting Index...No Results



  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 

    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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