Re: [amibroker] Backtest summary doesn't show all buys and sells as on the price chart

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Hello,

There are THREE different arrow modes. Only one shows the trade actually taken.
Remaining ones show RAW signals, and trade candidates.
You don't say that but you are most probably showing RAW signal arrows, not trades.

Generally not all signals are used are taken because:
a) lack of funds / too big pos size requested
b) redundant signals
c) round lot sizing

Please carefully study this:
http://www.amibroker.com/guide/h_portfolio.html

especially redundant signal removal chart and different backtest modes
(backtestRegular, backtestRegularRaw and multi).

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "srengret" <lechols@xxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, January 17, 2008 4:56 AM
Subject: [amibroker] Backtest summary doesn't show all buys and sells as on the price chart


> When conducting a backtest, I obtain a trade list report as selected
> in  my settings. When I view the price chart, the stock shows more buy
> and sell arrows  in the price chart than the trade list report shows
> in the text.  This only happens some of the time.   In other cases,
> the trade list report buys and sells match the price chart buys and
> sells arrows. 
> I rechecked the dates on the price chart and trade list report.  They
> are okay. 
> What have I overlooked?   
> Example:  PYZ showed 3 buy and sell occurrences in the text.  The
> price chart showed 3 buy and sell occurrences.  Using the same
> backtest criteria, PZD only showed one buy and sell on the trade list
> report and four or more buy and sell arrows on the price chart.  
> If anyone has any idea of what I need to recheck or change, please let
> me know.
> Regards.
> 
> 
> 
> 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.

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