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Hi, I am backtesting a system and getting a strange mismatch between to
backtest runs.
Backtest run #1:
Run on current symbol (PBL.AX)
Range: All quotations
Weekly period
Results: 11 transactions all checked on chart and all are correct. Of
these 11 transactions 3 are during the period 1/1/2000 - 30/6/2005.
Backtest run #2:
Run on current symbol (PBL.AX)
Range: 1/1/2000 - 30/6/2005
Weekly periods
Results: 2 transactions. These are correct and hence there is one
missing. The one missing is the first one during the shorter period. (
Still get the BUY/SELL arrows of the missing transaction)
The entry signal requires a 21 period to set up the BUY trigger. The
missing BUY transaction is only 15 weeks from the beginning of the
shorter range.
Do I assume correctly (or not) that the backtester starts evaluation at
the beginning of the range and would not trigger a BUY until the 21
weeks are evaluated. Sounds obvious when you write it down!!
If true then how do I make the BUY/SELL arrows disappear?
Regards.............Keith
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