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Hello,
Please read the Manual.
http://www.amibroker.com/guide/w_settings.html
New backtester uses LIMITS to NOT allow to enter trades that exceed certain percentage of entry bar volume.
The settings that controls that is described in the MANUAL. Copy below:
Limit trade size as % of entry bar volume
This prevents from entering the trades greater than given percentage of entry bar's volume. For example if backtesting daily data
and today's volume for thinly traded stock is 177,000 shares, setting this to 10% will limit the maximum trade size to 17,700 shares
(10% of total daily volume). This prevents from 'affecting the market' by huge orders.
IMPORTANT NOTE:
Some instruments like MUTUAL FUNDS come without VOLUME data. To backtest such instruments please set this field to ZERO (0) or check
"Disable trade size limit weh bar volume is zero" box. This effectively turns OFF this feature. Otherwise you won't be able to enter
any trade at all.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "mica_lode" <mica_lode@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, June 25, 2007 8:19 PM
Subject: [amibroker] Result Different - Old BackTest vs. Portfolio Test (more info)
> I did the following testing:
>
> 1) Clean Install version 4.90.5,
> 2) Load "Continuous future S&P symbol SP contract backwards adjusted"
> data from www.traders2traders.com.
> 3) Create new DB in Ami,
> 4) Load data to Ami,
> 5) Set the following in AA :
> - Apply to Current Symbol,
> - Range "all quotations",
> - Initial Equity "30000",
> - Positions "Long",
> - Periodicity "1 Minute",
> - Min shares "1",
> - Min. pos. Value "10000",
> - Round Lot size "1",
> - Tick Size "0.25",
> - Commission Per Contract "1",
> - Max Open Positions "100".
> 6) Use "Example.afl.
>
> Run Old Backtester - got 46975 Trade, Portfolio Tester - 0 trades.
> Any idea?
>
> Regards,
> Mica
>
> ps. If Periodicity is Daily, Old and Portfolio backtest got same
> result.
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>
>
>
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
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