Tomasz, Thank you very much. I will take a look at detailed log option and see what I can find.
Regards, intermilan04 --- In [email protected], "cstrader232" <[EMAIL PROTECTED]> wrote: > > 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" <cstrader232@> 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" <groups@> > >>> 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 --------------------~--> Yahoo! Groups gets a make over. See the new email design. http://us.click.yahoo.com/XISQkA/lOaOAA/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/
