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[amibroker] Re: Batman question...



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Ok - I found the problem - I was pointing to an older version of the strategy (subtly different file name) vs. the current one - sorry for the wasted space, but thanks to everyone for the help.

--- In amibroker@xxxxxxxxxxxxxxx, "bistrader" <bistrader@xxx> wrote:
>
> 1. Does the trade on 10/5/09 have price history for 10/1 and 10/2?
> 2. Is this one day delay with no price for 10/1/09 or for 10/2/09 for symbol bought on 10/5/09?
> 3. Was the trade on 10/5/09 just sold and then bought again on 10/5/09?
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@> wrote:
> >
> > 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@> 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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