Try setting your parameters using the Parameters button from the AA window,
then backtest. That should address at least point 4.
Mike
--- In
amibroker@xxxxxxxxxps.com,
"Brian Wild" <wild21@xxx> wrote:
>
> Hi Folks
>
> Having had some problems backtesting an AFL program, I tried to
resolve the issues by looking at a very basic MA crossover program. This gave
very puzzling results as shown in the attachment. Items included are the Main
Plot, the AFL prog, and the backtester result. There were no fancy settngs for
the backtest.
> Please note that the dates are in English format - ie
dd/mm/yyyy.
>
> The problems I see are: -
> 1. Buy and Sell
arrows show up correctly on the plot. However, the backtest output has
reversed all of these, so that the Sell signal on 12/1/2009 has become a Buy
in the table, and so on.
> 2. Nevertheless,these poor signals yield
3 trades, two of which yield a profit! The backtester profit calculations
appear to be correct, and give a total profit of $2202.96 as shown at the
bottom of the backtest table.
> 3. This profit would imply a final
equity of about$12,203, given the starting value of $10,00. However, this
bears no relationship to the final value on the equity curve, namely
$7732.38.
> 4. These results were with the default values of the
Parameters set up for the fast and slow MAs. Selecting different values by
right-clicking on the plot, selecting Parameters, etc, then re-running the
backtest gave exactly the same calculations, although the plot changed as
expected. Is this the intended operation of the backtester? - i.e default
values are used regardless?
>
> Any advice on the above issues
would be appreciated.
>
> Brian
>