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Hi Robert,
Thanks for the reply. It gives me hope!
I have tried just about every setting I can think of, including the default settings. Any chance you can email me your AA backtesting settings? craig.broadbear at gmail dot com
I have tried with Vista x64 and Windows 7 x64 on two different machines.
I'm using daily data from an MySQL database using the plugin ODBC.dll v 1.4. Maybe thats the issue. When I find time I will try and setup a CSV only database to test with.
Craig
On Mon, Aug 31, 2009 at 9:39 AM, i cs <ics4mer@xxxxxxxxxxxx> wrote:
Hi Craig,
I have been playing around with rotational systems in the last few days.
I've used the "ExampleRotational" system in the "Systems" folder of AB "as is" from version 5.20 on over 1500 ASX symbols and it seems to work as it's meant to.
I've also run it on a number of watchlists with different volatilties etc.
Have you changed any code in the "Example Rotational" or any settings in the A-A ? Any irregularities in the data you are using? ie is there a bad tick in one of the symbols that reduces the equity to zero in the first day or similar?
I've found that in some tests, it exits the very next day, sometimes unchanged, sometimes with a profit or loss, but never on the same bar as the entry.
I've spent some time trying to replicate your problem and I've
had no luck.
regs
Robert Z
From: Craig Broadbear <craig@xxxxxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Monday, 31 August, 2009 8:58:18 AM
Subject: Re: [amibroker] rotational systems - any limit to the number of symbols that can be rotated?
Hi Howard, it does work if I run my tests on a smaller number of symbols. e.g. 30 seems to work ok.
I have been unable to come up with any rotational system that works on a large number of symbols. (say 500)
Even the sample "ExampleRotational" does not work. Has anyone?
Craig On Mon, Aug 31, 2009 at 3:27 AM, Howard B <howardbandy@ gmail.com> wrote:
Hi Craig --
You can have 100 issues in a watchlist and run a rotational trading system using it.
My experience is that rotation works best when the number of issues in the watchlist that are eligible for rotation is ten or fewer. If you are working with 100, you might want to create several systems and have each work with a different watchlist.
To solve the problem you are having, try creating a watchlist with just a few issues, then see if you are still getting entry and exit on the same bar. If so, look at AA's settings to see if everything makes sense.
Thanks,
Howard On Wed, Aug 26, 2009 at 3:09 PM, craigbroadbear <craig@xxxxxxxxx com> wrote:
Problem is with too many symbols in backtest (e.g. 100) then each trade is in and out at the same time with zero profit.
Can anyone shed some light on this?
What is the maximum limit?
Craig
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