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Here's the logic I'm using for trading on the beginning of the month:
m = Month();
newMonth = m != Ref( m, -1);
PositionScore = IIf(newMonth, PositionScore, scoreNoRotate);
Note that when using Batman, this caused a trade on 10/5/09 which is clearly wrong. Is there some handling of this that I should be doing differently?
I do have "add artificial future bar" on - and it was part of the settings file I saved for use in Batman.
--- In amibroker@xxxxxxxxxxxxxxx, "re_rowland" <rowland@xxx> wrote:
>
> 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@> 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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