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I have a formula that I backtest and trade. I noticed that for a
period of 2 weeks and a few other times. The backtest didn't show a
trade when the scan showed buy and sell.
The backtest had this for the period from April 1,2008 to April
18,2008.
Statistics | Charts | Trades | Formula | Settings | Symbols
Trades
Trade list Ticker Trade Entry Exit % change Profit Shares Pos. value
Cum. profit # bars Profit/bar MAE/MFE Scale In/Out
ZG DEC 08-ECBOT-FUT Open Short 04/18/2008 4:30:00 PM
935.3 04/18/2008 4:30:00 PM
935.3 0.00% -4.80
-4.80% 1 100.00 -4.80 2 -2.40 -2.32%
1.24% 0/0
Notice that it had only a trade on the last day.
This is the scan results for the same period.
Ticker Trade Date Close
ZG DEC 08-ECBOT-FUT Buy 04/02/2008 919.1000
ZG DEC 08-ECBOT-FUT Cover 04/02/2008 919.1000
ZG DEC 08-ECBOT-FUT Buy 04/03/2008 4:30:00 AM 919.1000
ZG DEC 08-ECBOT-FUT Cover 04/03/2008 4:30:00 AM 919.1000
ZG DEC 08-ECBOT-FUT Buy 04/03/2008 4:30:00 PM 920.2000
ZG DEC 08-ECBOT-FUT Cover 04/03/2008 4:30:00 PM 920.2000
ZG DEC 08-ECBOT-FUT Buy 04/04/2008 4:30:00 AM 918.0000
ZG DEC 08-ECBOT-FUT Cover 04/04/2008 4:30:00 AM 918.0000
ZG DEC 08-ECBOT-FUT Buy 04/04/2008 4:30:00 PM 924.4000
ZG DEC 08-ECBOT-FUT Cover 04/04/2008 4:30:00 PM 924.4000
ZG DEC 08-ECBOT-FUT Sell 04/09/2008 4:30:00 AM 920.0000
ZG DEC 08-ECBOT-FUT Short 04/09/2008 4:30:00 AM 920.0000
ZG DEC 08-ECBOT-FUT Buy 04/11/2008 4:30:00 PM 938.2000
ZG DEC 08-ECBOT-FUT Cover 04/11/2008 4:30:00 PM 938.2000
ZG DEC 08-ECBOT-FUT Sell 04/13/2008 930.7000
ZG DEC 08-ECBOT-FUT Short 04/13/2008 930.7000
ZG DEC 08-ECBOT-FUT Sell 04/18/2008 4:30:00 PM 935.3000
ZG DEC 08-ECBOT-FUT Short 04/18/2008 4:30:00 PM 935.3000
Why don't these buy and sell have trades made in the backtest.
I have about 41 trades in a 5 months backtest and about 5 are
missing. So out of a possible 46 trades the backtest only shows 41.
On my chart, I have arrow that show trading signals. The arrows are
on the chart, but the backtest doesn't show the trades.
What would cause this to happen?
Tom
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