|
PureBytes Links
Trading Reference Links
|
Not sure if this is the cause of what you are seeing. But...
For performance reasons, AmiBroker does not operate on all signals in a backtest. Instead, the number of signals is limited to twice the maximum number of allowable positions, starting with the highest ranking, based on PositionScore, and working its way down. See comment from Tomasz here http://www.amibroker.com/kb/2006/04/24/using-redundant-signals-for-entries/
In other words, if your strategy is only capable of taking 3 positions, then AmiBroker will work against the top 6 signals, ignoring any others.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "spikeweasil" <deanhodgins@xxx> wrote:
>
> Report option available in Backtester settings includes a detailed log. It appears to me that when multiple signals are generated the detailed log "truncates" the number of log entries to a maximum number of 6. I've reviewed as many relevant posts and help files I can find but not able to see how complete list is made available. Can't see any settings that would affect.
>
> All works fine but not sure why detailed log limits display to 6 entries when 15 should be showing up.
>
>
> Thanx for any help,
>
> best
>
> Dean H
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
amibroker-digest@xxxxxxxxxxxxxxx
amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|