Check your Equity. My case was that although Scan finds signals, Backtest didn't enter trades due to insufficient funds available at the time of trade.
intermilan04 --- In [email protected], "cstrader232" <[EMAIL PROTECTED]> wrote: > > 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" > >> <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: > >> > > === message truncated === > > > > > > __________________________________________________ > > Do You Yahoo!? > > Tired of spam? Yahoo! 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