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Hello,
As Steve wrote you, you need to check "Detailed log" (switch
in AA settings, report tab).
There can be many reasons why trade is not entered. If you
only trade one contract, it could
be because you have "position size shrinking" turned off and
there is not enough money on the account.
"Detailed log" would help you reveal the reason.
If you need me to spot the reason you would need to send
formula, signal list, trade list, detailed log to support.
As to second question: you need to say exactly what error you
are getting,
without that the error may mean that you are using some
older version (pre 4.96) or that
you have incorrect syntax (for example missing semicolon in
previous line).
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Sunday, August 31, 2008 12:45
AM
Subject: Re: [amibroker] Why is scan and
backtest different?
Tomasz
I don't understand why there would be a
difference. I only trade one contract of gold. I never hold more that one
postion at a time. I don't have any problems with the position size or
equity size. All though I get the same signal bar after bar, I only hold 1
contract at a time so the other signals are ignored.
It works perfectly on 41 out of 45 trades.
Also, this gives me an error when I added it to
my program and tried to verify it.
// signal-based backtest,
redundant (raw) signals are NOT removed, only one position per symbol allowed
SetBacktestMode( backtestRegularRaw );
Tom
----- Original Message -----
Sent: Saturday, August 30, 2008 12:51
PM
Subject: Re: [amibroker] Why is scan
and backtest different?
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@xxxxxxxxx1.biz>
To:
<amibroker@xxxxxxxxxps.com>
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.
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
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