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Hello,
Scan shows RAW signals,
backtest shows actual trades.
The difference is pictured in the User's Guide: Tutorial: Portfolio level backtest:
http://www.amibroker.com/guide/h_portfolio.html
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "professor77747" <professor@xxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, August 30, 2008 8:43 PM
Subject: [amibroker] Why is scan and backtest different?
>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
>
>
> ------------------------------------
>
> 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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