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Could your problem be related to the fact that many indices do not
have any associated volume? If so, you may need to alter your
Portfolio settings to reduce volume constraints and/or ignore volume
constraints.
>From the user guide:
http://www.amibroker.com/guide/w_settings.html
"Limit trade size as % of entry bar volume
...
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."
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "ges" <ges8ges@xxx> wrote:
>
>
> 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
>
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