Thank you, thank you, thank you, Mike, for answering my dumb question. Indeed that was the problem. I had forgotten all about the "% of entry bar volume" setting.
ges On Thu, Aug 7, 2008 at 5:00 PM, Mike <[EMAIL PROTECTED]> wrote: > Could your problem be related to the fact that many indices do not > have any associated volume? If so, you may need to alter your > Portfolio settings to reduce volume constraints and/or ignore volume > constraints. > > From the user guide: > http://www.amibroker.com/guide/w_settings.html > > "Limit trade size as % of entry bar volume > ... > IMPORTANT NOTE: > Some instruments like MUTUAL FUNDS come without VOLUME data. To > backtest such instruments please set this field to ZERO (0) or > check "Disable trade size limit weh bar volume is zero" box. This > effectively turns OFF this feature. Otherwise you won't be able to > enter any trade at all." > > Mike > > > --- In [email protected] <amibroker%40yahoogroups.com>, "ges" > <[EMAIL PROTECTED]> wrote: > > > > > > I have the feeling that I am missing something obvious or doing > > something stupid, but I can't seem to figure out why I am not able > to > > backtest on most indices. > > > > I was trying to run backtests on some indices, like NDX and SPX and > > but I was not getting any trades where there obviously should be > some. > > The same backtest worked fine on other symbols and even some > indices, > > but not on certain other indices. > > > > To try and figure out what is going on I've made an ultra-simple > system: > > > > --------- > > SetOption("InitialEquity",1000000); > > SetOption("MaxOpenPositions",1); > > PositionSize = 20000; > > > > > > Buy = Cross(C,MA(C,50)); > > Sell = Cross(MA(C,50),C); > > ------------ > > > > I've used two different data sets: PremiumData and QuotesPlus and > see > > similar problems when trying to backtest on most indices, but not > > necessarily the same indices in the 2 data sets. > > > > Most indices will show no trades when the system is run under the > new > > backtester, but will show them when run under the old backtester. A > > few indices show the trades you'd expect with the new backtester; > > !COMP, !NYA and !DJI in the QP dataset and $SPX in the PremiumData > > dataset, but mostly the backtest will show no trades for indices > > unless run under the old backtester. > > > > What obvious thing am I missing? I'm completely puzzled by this, > > though admittedly it doesn't take much to puzzle me. > > > > Any help greatly appreciated. > > > > ges > > > > >
