Thanks Bruce, I'll give it a shot - I've had issues only with
systems that use the rotational trader. What I haven't had a chance to
test yet is whether it is caused by my date restrictions or if it is
caused by the rotational trading. I have two systems - one trades once
per month, the other once per week. These are the ones having the
errors - all of my normal systems (using traditional buy and sell
signals) work perfectly.
--- In amibroker@xxxxxxxxxps.com,
"Bruce" <brucer@xxx> wrote:
>
>
>
> Droskill -
>
> There are just too many "moving parts" in a batch backtest to hone
in on probable issues, but I will try to offer a suggestion. I'll also
relate that I run 50+ batch explores and backtests nightly via Batman,
and cross-check the results occasionally and have not seen problems.
>
> BUT, long ago I wrote the AFL on the AmibrokerU site called
BoilerPlate.afl and have referred people to it in order to debug
similar issues. Experience has show that it can prevent a number of
problems, and that is why it is one of the first things that I put on
the site. BTW, it is included in all of those backtests that I
mentioned that I run for a couple of reasons -
>
> 1. It makes me think about all of the settings and which ones to
override.
> 2. Some settings can not be set via the Settings file and not
having a default is akin to having an uninitialized variable (or one
that may be initialized from the UI, but differently from COM).
>
> My suggestion would be to first include that AFL and set the
appropriate options to get a baseline, and then see if you still have
the issue that you mentioned.
>
> -- BruceR
>
> --- In amibroker@xxxxxxxxxps.com,
"droskill" <droskill@> wrote:
> >
> > Hey guys,
> >
> > I'm running a backtest via Batman, and I get different
results for current trades vs. running it directly in AB. This doesn't
make any sense to me as Batman obviously just opens AB and runs the
backtest there. I've saved the settings file for the backtest to make
sure the settings are the problem, but I still get different results.
> >
> > I'm using the rotational trader - I've got it setup so that I
only trade on the first day of the month, yet in the Batman backtest, I
get trades on, say 10/5/09 where there shouldn't be trades.
> >
> > Anybody have any ideas?
> >
>