Thanks Tomasz!
----- Original Message ----- From: "Tomasz Janeczko" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Monday, June 26, 2006 7:38 PM Subject: Re: [amibroker] Re: Difference between Scan and Backtest > Hello, > > It was explained many times here: the reason is that SCAN reports > RAW signals (without checking any contraints), while BACKTEST > uses portfolio-level constraints such as amount of available cash, > settings such as max. pos size, max. open pos, min. pos size, allow pos > shrinking, > round lot size, etc, etc that may not allow to enter given trade. > > As for "diagnostics" - it is already there - switch report mode to > "DETAILED LOG". > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "intermilan04" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Monday, June 26, 2006 9:12 PM > Subject: [amibroker] Re: Difference between Scan and Backtest > > >> chuck, >> >> I'm with you on this. I myself have seen stocks scanned but not taken >> by the Backtester. And my system is a daytrading system so this >> simply should not happen. >> >> I do not know the code, so I can only speak from observing the >> black-box though. >> >> Regards, >> >> intermilan04 >> >> --- In [email protected], "cstrader232" <[EMAIL PROTECTED]> wrote: >>> >>> I would like to chime in on this thread. I've used AB for years, >> but find >>> that this discrepancy (scan v. backtest) is the one that I spend the >> most >>> time on. In some cases, I simply cannot diagnose the problem. Even >> though >>> it seems that there is plenty of cash, no stops, etc, etc, the >> backtester >>> just does not take some trades that scan sees. I know this is not >> really >>> the place for feature requests, but IMHO I do think that we could >> use some >>> diagnostics from the backtester -- why not a message about why a >> given trade >>> was not taken? >>> >>> Thanks >>> >>> chuck >>> >>> >>> ----- Original Message ----- >>> From: "Tomasz Janeczko" <[EMAIL PROTECTED]> >>> To: <[email protected]> >>> Sent: Saturday, June 24, 2006 5:45 AM >>> Subject: [amibroker] Re: Difference between Scan and Backtest >>> >>> >>> > --- In [email protected], james smith <jamesmemphis@> wrote: >>> >> >>> >> New user here. >>> >> >>> >> I am getting different results with scan and backtest. >>> > >>> > This topic appears here every few days, please make a search on old >>> > messages to find out hundreds of responses. >>> > >>> > In short: scan gives RAW signals (may be redundant), backtest gives >>> > actual trades that are subject to constraints such as round lot size, >>> > min. pos size, max. pos size, etc, etc, that may cause that trade is >>> > not entered. >>> > >>> > Regards, >>> > Tomasz Janeczko >>> > amibroker.com >>> > >>> > >>> > >>> > >>> > >>> > >>> > 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! Groups Links >>> > >>> > >>> > >>> > >>> > >>> > >>> > >>> >> >> >> >> >> >> >> >> >> 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! Groups Links >> >> >> >> >> >> >> >> > > > > 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! Groups Links > > > > > > ------------------------ Yahoo! Groups Sponsor --------------------~--> Great things are happening at Yahoo! Groups. See the new email design. http://us.click.yahoo.com/TISQkA/hOaOAA/yQLSAA/GHeqlB/TM --------------------------------------------------------------------~-> 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! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
