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Re: [amibroker] Why is scan and backtest different?

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Hi - What I am saying is this....  You define your buy/sell rules and every time your conditions are met you will have a signal, and scan will show you all those signals. But the backtester is smarter, it will not take the signal if there is a valid reason not to. But the backtester is pretty complex now, you need to be aware of things like portfolio test vs. individual, which backtester mode you are using, max positions, etc.  Did you try running the BT with "detailed" report turned on?  It will provide a lot of info about your account and your trades, and you may be able to figure out what is happening.
 
Steve
----- Original Message -----
Sent: Saturday, August 30, 2008 3:38 PM
Subject: Re: [amibroker] Why is scan and backtest different?

Steve,
 
I just put this 2 weeks in my post. I run the backtester for 5 months from 3/1/08 to 8/29/08.
Only 5 possible trades do not show. 3 trades between 04/01/08 and 04/18/08. No trades are made during this period.
Then a trade between  06/09//08 and 06/1108 is missing.
 
So only 4 trades are missing. When only 4 out of 45 are missing, I don't think that it is my AA settings since all the other trades work. Could it be the backtester or the data? It is just that the scan see the trades, but the don't show on the back tester. Other than these 4 trades the scan and the backtester agree. My arrow agree also except for these 4 trades.
 
Any help would be appreciated.
Tom
----- Original Message -----
Sent: Saturday, August 30, 2008 12:23 PM
Subject: Re: [amibroker] Why is scan and backtest different?

Hi - Can't give you a definitive answer, but the scan will return the
*signals*, all of which might not have been taken by the backtester for a
variety of reasons. You might check your AA settings, the backtester may be
removing redundant signals, you may have run out of available cash, etc,
etc....

Steve

----- Original Message -----
From: "professor77747" <professor@xxxxxxxxx1.biz>
To: <amibroker@xxxxxxxxxps.com>
Sent: Saturday, August 30, 2008 2:43 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
>
>
> ------------------------------------
>
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>
> To get support from AmiBroker please send an e-mail directly to
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>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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>
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>
>
>
>

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For other support material please check also:
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