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Run your backtest in DETAILED REPORT mode and it will tell you why trade is not open
(lack of funds, reaching volume % level, etc).
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "brian_z111" <brian_z111@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, July 18, 2009 12:25 AM
Subject: [amibroker] Re: Why don't the backtest results don't match the trade signals on my chart.
> Gidday Tom,
>
> One possible reason (as a rough guess):
>
>
> - assuming you are using intraday data of same kind
> - in chart mode you have daily view selected i.e. view market hours only ... so charts automatically 'ignore' after market hour
> data?
> - in BT mode,you have to specify, via code, if you want to ignore after hours data i.e. data that comes in after the defined
> market hours (see your database settings for defined market hours ... this is defined on a market by market basis)
>
> If this is the case:
>
> - in RT data market hours can be defined, via code
>
> timenum() >= 093000 and timenum() <= 160000;//data from 830am to 4pm, inclusive will be used.
>
> OR check your DB settings and select 24 hour view if you don't specify market hours via code.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "professor77747" <professor@xxx> wrote:
>>
>> I have a formula that puts up and down arrows on my chart when a trade should be made. I trade gold futures with 6 hour bars.
>>
>> When I use the most current futures contract (August), my backtest and my trading signals match. However, when I use the later
>> contracts (October or December), the backtest results and the trading signals don't match.
>>
>> On the October futures chart, I have at 8 trades, but the backtest only lists 3 trades. Why are 5 trades missing?
>>
>> Sometimes the later contracts like October will close without any contracts being sold. Sometimes it will close 20 to 30 minutes
>> late because that is when a trade is made. When the bar closes late, sometimes, I will have a trade signal generated at the close
>> when it was not generated until the late sale.
>>
>> I have checked to make sure that I am using the same formula for both.
>>
>> Thanks,
>> Tom
>>
>
>
>
>
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