as has been said it could be that your positionsize is too small for the index prices either incvrease the positionssize and the inititial equity, or allow for part shares, ie roundlotsize = 0;
-- Cheers Graham AB-Write >< Professional AFL Writing Service Yes, I write AFL code to your requirements http://www.aflwriting.com On 02/02/07, wavemechanic <[EMAIL PROTECTED]> wrote:
*I don't know exactly what is wrong but it is not the symbol. Attached is a screenshot of ^DJI with buy/sell signals for your condition and another of the Backtester.* ** *Bill* ----- Original Message ----- *From:* David Fitch <[EMAIL PROTECTED]> *To:* [email protected] *Sent:* Thursday, February 01, 2007 2:17 PM *Subject:* Re: [amibroker] Backtesting Index...No Results Bill, I tried something simple and time period from 10/31/02 to today for say ^DJI. No buys or sells generated. //Simple Backtest *Buy*=Cross( MACD(), Signal() ); *Sell*=Cross( Signal(), MACD() ); They generate plenty signals for stocks,etfs but not for most indexes with " ^ ". Something simple that I don't understand I'll bet. Thanks Dave ----- Original Message ----- *From:* wavemechanic <[EMAIL PROTECTED]> *To:* [email protected] *Sent:* Thursday, February 01, 2007 10:56 AM *Subject:* Re: [amibroker] Backtesting Index...No Results *What are your buy/sell conditions? Perhaps your conditions do not generate signals for most indices.* ** *Bill* ----- Original Message ----- *From:* David Fitch <[EMAIL PROTECTED]> *To:* [email protected] *Sent:* Thursday, February 01, 2007 12:59 PM *Subject:* [amibroker] Backtesting Index...No Results Can someone tell me why individual backtest yields no results for most indexes. These begin with a "^" in front, ^DJI. A few do work,ie ^FVX,^IRX,^TNX,^XAL. But most show no buys/sells. This is EOD data. Thanks Dave ------------------------------ No virus found in this incoming message. Checked by AVG Free Edition. Version: 7.5.432 / Virus Database: 268.17.18/662 - Release Date: 1/31/2007 3:16 PM
