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Check your logic to be sure that incomplete weeks are treated correctly.
Also, if you are using EOD and "next day" trading, then be sure to enable "add artificial future bar" otherwise you will not get the trades acurately when running in "production" mode.
--- In amibroker@xxxxxxxxxxxxxxx, Keith McCombs <kmccombs@xxx> wrote:
>
> Droskill --
> 10/5/09 is the first Monday of the month, and the first day of the week.
> Maybe this can help, maybe not.
> -- Keith
> droskill wrote:
> >
> >
> > 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@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>,
> > "Bruce" <brucer@> 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@xxxxxxxxxxxxxxx
> > <mailto:amibroker%40yahoogroups.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?
> > > >
> > >
> >
> >
>
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