Just a thought...Possibly your system didn't work well during the early years and went broke in 2001?
Steve ----- Original Message ----- From: "wadebullock" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Wednesday, October 18, 2006 6:25 PM Subject: [amibroker] Backtesting problem! Any Ideas? > I've am new to AB, programing/coding etc., but I've been putting in > my time trying to learn, but kind of stumped at this point. Any help > with this would be greatly appreciated! > > I've been trying to backtest a simple ADX pull back system, the code > follows: > > _SECTION_BEGIN("HV100"); > HV100 = round(StDev(log(C/Ref(C,-1)),100)*100*sqrt(256)); > _SECTION_END(); > > Filter = HV100 > 40 > AND ADX( 14 ) > 30 > AND PDI() > MDI() > AND Close > 40 > AND MA( Volume, 50 ) >= 400000 > AND Close > MA(Close, 200) > AND RSIa( Close, 5 ) < 50 > AND RSIa( Close, 2 ) < 30; > > TriggerPrice = Ref(High,-1); > Buy = Ref( Filter, -1) AND High > TriggerPrice; > BuyPrice = Max( Open, TriggerPrice ); > Sell = Cross ( EMA ( Close, 8 ), Close); > > Here's the problem, using the Range "All Quotations" I only get back > 71 results that date from 1999 to late 2001, but if I set the Range > to test over this past year 10/16/05 to 10/16/06...I get 25 > additional signals. > > What appears to be happening is that for some reason not all of the > quotations are being backtested. Has anyone had this sort of problem? > > Below are my settings from the report generated: > > Initial Equity: 7000 Periodicity/Positions: Daily/Long > Commissions: 7.00 per trade Annual interest rate: 0.00% > Range: 10/16/2005 00:00:00 - 10/16/2006 Apply to: Filter > Include Filter Exclude Filter > Market - Market - > Group Stock Group - > Sector - Sector - > Industry - Industry - > Watch list - Watch list Exclude > Index - Index - > Favourite - Favourite - > Account margin: 50 Futures mode: No > Def. round lot size: 100 Def. Tick Size 0 > Drawdowns based on: High/Low prices > Long trades > Buy price: Open Sell price: Close > Buy delay: 0 Sell delay: 0 > Short trades > Short price: Open Cover price: Close > Short delay: 0 Cover delay: 0 > Stops > Maximum loss: disabled Profit target: disabled > Value: 5.00 Value: 0.00 > Exit at stop? yes Exit at stop? yes > > Trailing stop: disabled > Value: 0.00 > Exit at stop? no > > Thanks! > > Wade Bullock > > > > > > 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 <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> Your email settings: Individual Email | Traditional <*> To change settings online go to: http://groups.yahoo.com/group/amibroker/join (Yahoo! ID required) <*> To change settings via email: mailto:[EMAIL PROTECTED] mailto:[EMAIL PROTECTED] <*> 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/
