there must be a limiting factor for the trades not to be taken try increasing equity, max positions, or changing the positionsize
Cheers Graham AB-Write >< Professional AFL Writing Service Yes, I write AFL code to your requirements http://e-wire.net.au/~eb_kavan/ab_write.htm On 3/14/06, Ed Cottrell <[EMAIL PROTECTED]> wrote: > > > Oh. Sorry about that; I saw two messages and thought the second was just a > correction of the first. > > In response to your comments on the actual backtest: yes; these are instances > where an exit (either sell or cover) is signaled, along with a reverse entry > (short or buy long), both on the same bar. The system should do a stop and > reverse, but the backtester misses some of them. > > Thanks, > Ed > > > > -----Original Message----- > From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Graham > > Sent: Monday, March 13, 2006 11:12 PM > To: [email protected] > Subject: Re: [amibroker] Backtester not following some entry signals > > > > -----Original Message----- > From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Graham > > Sent: Monday, March 13, 2006 11:12 PM > To: [email protected] > Subject: Re: [amibroker] Backtester not following some entry signals > > > > > I realise that the shapes do not make the signals, it was that you created a > complex bit of code for a simple thing for the plotshapes. It may have been a > long shot that the plotshapes code was incorrectly showing signals > > My other comments related to backtest. > > > -- > Cheers > Graham > AB-Write >< Professional AFL Writing Service > Yes, I write AFL code to your requirements > http://e-wire.net.au/~eb_kavan/ab_write.htm > > On 3/14/06, Ed Cottrell <[EMAIL PROTECTED]> wrote: > > > > > > Graham, > > > > Actually, the arrows plot fine - I just added them, today, to help me see > > the signals more clearly. The problem is that the backtester isn't picking > > up all of the trades that are signaled (whether or not the PlotShapes > > commands are in my code). > > > > > > -Ed > > > > > > > > -----Original Message----- > > From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of > > Graham > > Sent: Monday, March 13, 2006 9:33 PM > > To: [email protected] > > Subject: Re: [amibroker] Backtester not following some entry signals > > > > sorry forgot the colour in the lines > > > > PlotShapes( Buy * shapeUpArrow, colorGreen, 0, Low, 0 ); > > PlotShapes( Cover * shapeUpTriangle, colorGreen, 0, Low, -15 ); > > > > PlotShapes( Sell * shapeDownArrow, colorRed, 0, H, 0 ); > > PlotShapes( Short * shapeDownTriangle, colorRed, 0, H, -15 ); > > > > -- > > Cheers > > Graham > > AB-Write >< Professional AFL Writing Service > > Yes, I write AFL code to your requirements > > http://e-wire.net.au/~eb_kavan/ab_write.htm > > > > > > On 3/14/06, Graham <[EMAIL PROTECTED]> wrote: > > > > > > > > > without any mroe details and based on the confusing plotshapes It is > > > confusing to me anyway, so i changed to simple straightforward plot > > > statements, please see if these make a difference > > > > > > > > > PlotShapes( Buy * shapeUpArrow, 0 , Low, 0 ); > > > > > > PlotShapes( Cover * shapeUpTriangle, 0, Low , -15 ); > > > > > > PlotShapes( Sell * shapeDownArrow, colorRed , 0, H, 0 ); > > > > > > PlotShapes( Short * shapeDownTriangle, colorRed, 0, H, -15 ); > > > Did some of your trades actually exit before the next entry signal? if > > > not then there would be no next trade which would mean some signals were > > > ignored > > > Plotting shapes for the signals does not mean the trades will actually be > > > taken in backtest, it just means there was a signal at that bar. > > > > > > > > > > > > > > > -- > > > Cheers > > > Graham > > > AB-Write >< Professional AFL Writing Service > > > Yes, I write AFL code to your requirements > > > http://e-wire.net.au/~eb_kavan/ab_write.htm > > > > > > > > > > > > On 3/14/06, Ed Cottrell <[EMAIL PROTECTED] > wrote: > > > > > > > > > > > > Hi Tomasz, > > > > > > > > Unfortunately, those settings aren't my problem. I have plenty of cash > > > > ($100k), min shares is 1, min position size is $2k, etc. None of the > > > > settings I know about seem to be problematic. > > > > > > > > Thanks, > > > > Ed > > > > > > > > > > > > -----Original Message----- > > > > From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of > > > > Tomasz Janeczko > > > > Sent: Monday, March 13, 2006 6:38 PM > > > > To: [email protected] > > > > Subject: Re: [amibroker] Backtester not following some entry signals > > > > > > > > Hello, > > > > > > > > Depending on available cash (or rather LACK of it) backtester will skip > > > > some > > > > trades, also some constraints like (min. shares, round lot size) may > > > > prevent > > > > from entering the trade. > > > > > > > > http://www.amibroker.com/gifs/bt_regular.gif > > > > > > > > > > > > Best regards, > > > > Tomasz Janeczko > > > > amibroker.com > > > > ----- Original Message ----- > > > > From: "Ed Cottrell" < [EMAIL PROTECTED]> > > > > To: <[email protected]> > > > > Sent: Tuesday, March 14, 2006 12:58 AM > > > > Subject: [amibroker] Backtester not following some entry signals > > > > > > > > > > > > > Hello all, > > > > > > > > > > I have a system which plots its buy/sell/short/cover signals (using > > > > > arrows > > > > > and triangles). Eyeballing an hourly chart for a certain period, I > > > > > found 8 > > > > > trades on a given symbol. The backtester, running on hourly bars over > > > > > the > > > > > same period, found only 6. I'm not using any stops with delays before > > > > > reentry or anything like that. Both of the missing trades are > > > > > stop-and-reverse type trades, though the backtester did pick up a > > > > > couple of > > > > > those, as well. > > > > > > > > > > Any ideas what could be causing this? > > > > > > > > > > The plots use the following code, so I'm pretty sure the arrows are > > > > > okay: > > > > > shape = Buy * shapeUpArrow + Sell * shapeDownArrow; > > > > > PlotShapes( shape, > > > > > IIf( Buy || Cover, colorBrightGreen, colorRed ), > > > > > 0, > > > > > IIf( Buy || Cover, Low, High ), > > > > > -15 > > > > > ); > > > > > shape = Short * shapeDownTriangle + Cover * shapeUpTriangle; > > > > > PlotShapes( shape, > > > > > IIf( Buy || Cover, colorBrightGreen, colorRed ), > > > > > 0, > > > > > IIf( Buy || Cover, Low, High ), > > > > > IIf(Buy && Cover || Sell && Short, -40, -15) > > > > > ); > > > > > > > > > > > > > > > Thanks! > > > > > > > > > > -Ed > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > Please note that this group is for discussion between users only. > > > > > > > > > > To get support from AmiBroker please send an e-mail directly to > > > > > SUPPORT {at} amibroker.com > > > > > > > > > > For other support material please check also: > > > > > http://www.amibroker.com/support.html > > > > > > > > > > > > > > > Yahoo! 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