1 possible explanation: Make sure your filters or other signals are in effect. For example, say you have a 50DMA but only 49 days of data, you might have a buy signal but there is no data for the moving average so the signal isn't taken. It seems like this has happened to me before.
James --- cstrader232 <[EMAIL PROTECTED]> wrote: > OK, I'm checking out the "DETAILED LOG" but it's not > helping me that much. > Right now I have a situation where scan shows both a > long and then after > that a short (I want both to be open at the same > time). However the > backtester shows the long but not the short. Of > course there is a reason > for this -- something is constrained -- but what is > it? Detailed log is > not helping me. Shouldn't the detailed log show the > trade signal being > generated, even if it is not being taken? It does > not show the trade. Nor > does it give me any idea of what constraint is > preventing the second trade > from being taken. This is what I find frustrating. > > thanks > > > ----- 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: > === message truncated === __________________________________________________ Do You Yahoo!? Tired of spam? Yahoo! Mail has the best spam protection around http://mail.yahoo.com ------------------------ Yahoo! Groups Sponsor --------------------~--> Something is new at Yahoo! Groups. 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