I have a formula that I backtest and trade. I noticed that for a period of 2 weeks and a few other times. The backtest didn't show a trade when the scan showed buy and sell.
The backtest had this for the period from April 1,2008 to April 18,2008. Statistics | Charts | Trades | Formula | Settings | Symbols Trades Trade list Ticker Trade Entry Exit % change Profit Shares Pos. value Cum. profit # bars Profit/bar MAE/MFE Scale In/Out ZG DEC 08-ECBOT-FUT Open Short 04/18/2008 4:30:00 PM 935.3 04/18/2008 4:30:00 PM 935.3 0.00% -4.80 -4.80% 1 100.00 -4.80 2 -2.40 -2.32% 1.24% 0/0 Notice that it had only a trade on the last day. This is the scan results for the same period. Ticker Trade Date Close ZG DEC 08-ECBOT-FUT Buy 04/02/2008 919.1000 ZG DEC 08-ECBOT-FUT Cover 04/02/2008 919.1000 ZG DEC 08-ECBOT-FUT Buy 04/03/2008 4:30:00 AM 919.1000 ZG DEC 08-ECBOT-FUT Cover 04/03/2008 4:30:00 AM 919.1000 ZG DEC 08-ECBOT-FUT Buy 04/03/2008 4:30:00 PM 920.2000 ZG DEC 08-ECBOT-FUT Cover 04/03/2008 4:30:00 PM 920.2000 ZG DEC 08-ECBOT-FUT Buy 04/04/2008 4:30:00 AM 918.0000 ZG DEC 08-ECBOT-FUT Cover 04/04/2008 4:30:00 AM 918.0000 ZG DEC 08-ECBOT-FUT Buy 04/04/2008 4:30:00 PM 924.4000 ZG DEC 08-ECBOT-FUT Cover 04/04/2008 4:30:00 PM 924.4000 ZG DEC 08-ECBOT-FUT Sell 04/09/2008 4:30:00 AM 920.0000 ZG DEC 08-ECBOT-FUT Short 04/09/2008 4:30:00 AM 920.0000 ZG DEC 08-ECBOT-FUT Buy 04/11/2008 4:30:00 PM 938.2000 ZG DEC 08-ECBOT-FUT Cover 04/11/2008 4:30:00 PM 938.2000 ZG DEC 08-ECBOT-FUT Sell 04/13/2008 930.7000 ZG DEC 08-ECBOT-FUT Short 04/13/2008 930.7000 ZG DEC 08-ECBOT-FUT Sell 04/18/2008 4:30:00 PM 935.3000 ZG DEC 08-ECBOT-FUT Short 04/18/2008 4:30:00 PM 935.3000 Why don't these buy and sell have trades made in the backtest. I have about 41 trades in a 5 months backtest and about 5 are missing. So out of a possible 46 trades the backtest only shows 41. On my chart, I have arrow that show trading signals. The arrows are on the chart, but the backtest doesn't show the trades. What would cause this to happen? Tom
