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hi Mike,
thanks again for your answer!
i expected that maybe the settings for the backtest could be a reason, that is the reason i tryed it over the exploration. anyway, i checked for a redefinition of the array, but that should not be the problem. :(
the last part of my code, starting with the buy array:
// Long
Buy = Kauf AND StochRSISchwelleL AND VolumenBedLong AND InBandBereichUnter AND KoerperL;
Sell = StochRSI < SRSISchwelleL AND InBandBereichOber OR Close < UnterBB;
// Short
Short = Verkauf AND StochRISSchwelleS AND VolumenBedShort AND InBandBereichOber AND KoerperS;
Cover = StochRSI > SRSISchwelleS AND InBandBereichUnter OR Close > OberBB;
PlotShapes(Buy * shapeUpArrow, colorGreen, 0, Low, -20);
Filter = Buy;
AddColumn( DateTime(), "Date", formatDateTime);
//EOF
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Olli,
>
> Most likely your problem is related to your settings, and you can reproduce the issue using any Buy/Sell rules.
>
> In answer to your question, yes, AmiBroker will produce different results during backtest than during a simple plot. A backtest requires sufficient funds to make the trade, cancels redundant orders, restricts the number of positions, etc. all based on your settings. A plot shows *signals*. A backtest shows *trades*.
>
> However, the exploration should behave the same as the plot. If your exploration is not showing the same dates as your chart, then check to see if you are redefining the value of Buy after the Plot, in which case the exploration would show the latter values but the Plot would show the former.
>
> For backtesting, review all your settings from the Automatic Analysis window. Documentation can be found here:
>
> http://www.amibroker.com/guide/h_backtest.html
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "oliverdoerler" <oliverdoerler@> wrote:
> >
> > hi Mike,
> >
> > thanks for your answer. i ran it over the complete period, which contains the plotted arrows in the chart (eod data over several years).
> >
> > is it possible, that amibroker evaluate the buy array diffrent for plot and buy signals?
> >
> > i would like to provide more information about the problem. but how, without copy the complete afl code. :)
> >
> > olli
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> > >
> > > Make sure that you are running your exploration over a long enough period such that at least one buy appears. If you are running your exploration for just the last day, then there will be no results if there were no buy signals on that one day.
> > >
> > > Same answer for the backtest. Make sure the backtest period is long enough to include one of your buy signals.
> > >
> > > Mike
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "oliverdoerler" <oliver@> wrote:
> > > >
> > > > hi,
> > > >
> > > > when i plot my buy array, i get several (correct) arrows in my charts for open signals. unfortunately, in a backtest or exploration dosnt appear any trade.
> > > >
> > > > Buy = some formulas...
> > > >
> > > > PlotShapes(Buy * shapeUpArrow, colorGreen, 0, Low, -20);
> > > >
> > > > Filter = Buy;
> > > > AddColumn(DateTime(), "Date", formatDateTime);
> > > >
> > > >
> > > > if i use the buy array for the filter, should not appear exact the same datarows, like for the plot function? (the backtest is empty too) how can it be possible, that once the buy array has once some marks to plot and no marks for explore? i understand something wrong?
> > > >
> > > > thanks in advance,
> > > > olli
> > > >
> > >
> >
>
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