[amibroker] Problem backtesting on indices...

["ges" <ges8ges@xxxxxxxxx>]

I have the feeling that I am missing something obvious or doing
something stupid, but I can't seem to figure out why I am not able to
backtest on most indices.

I was trying to run backtests on some indices, like NDX and SPX and
but I was not getting any trades where there obviously should be some.
 The same backtest worked fine on other symbols and even some indices,
but not on certain other indices.  

To try and figure out what is going on I've made an ultra-simple system:

---------
SetOption("InitialEquity",1000000);
SetOption("MaxOpenPositions",1);
PositionSize = 20000;


Buy = Cross(C,MA(C,50));
Sell = Cross(MA(C,50),C);
------------

I've used two different data sets:  PremiumData and QuotesPlus and see
similar problems when trying to backtest on most indices, but not
necessarily the same indices in the 2 data sets.

Most indices will show no trades when the system is run under the new
backtester, but will show them when run under the old backtester.  A
few indices show the trades you'd expect with the new backtester;
!COMP, !NYA and !DJI in the QP dataset and $SPX in the PremiumData
dataset, but mostly the backtest will show no trades for indices
unless run under the old backtester.

What obvious thing am I missing?  I'm completely puzzled by this,
though admittedly it doesn't take much to puzzle me.

Any help greatly appreciated.

ges







------------------------------------

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

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/