--- 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
>