Re: [amibroker] Backtester picks wrong stocks

Wed, 31 May 2006 23:51:56 -0700

Hi intermilan04,

All I can tell you is that "the backtester" doesn't "pick" anything.
You do, via either code, or settings, or both.  So you have an error
in settings or code; that's all I can tell you without knowing what
they are.  The backtest engine works exactly as designed.

Yuki

Thursday, June 1, 2006, 2:58:18 PM, you wrote:

i> Hi all,

i> I have a daytrade system which buys at open, sells at close.
i> The system has SetTradeDelays(1, 1, 1, 1);

i> The idea here is I download the market data at night, scan for signals
i> then place market orders overnight so I will buy at open the next day.

i> The problem I'm facing is this:

i> Suppose I run my system at night and it signals Stock A, B, and C.  I
i> place orders and buy them tomorrow morning.  The following night, I
i> run backtest and see which ones my backtester picked.  Strangely, the
i> backtester does not always pick out Stock A, B, and C, despite having
i> signaled them the night before.

i> I am ranking my signals by PositionScore variable, but criteria used
i> by PositionScore looks at past quotes, not future quotes.

i> Has anyone explanation as to why this happens?  If the backtester does
i> not pick what it had signaled, it is a grave situation because you
i> can't really follow with the system no matter how good it is.

i> Thank you in advance,

i> intermilan04




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