Well, I guess I could see something like that...but if it's an indicator issue, why would scan find the buy and backtest not?
----- Original Message ----- From: "James" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Tuesday, June 27, 2006 4:39 PM Subject: Re: [amibroker] Re: Difference between Scan and Backtest >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! 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