Tomasz I don't understand why there would be a difference. I only trade one contract of gold. I never hold more that one postion at a time. I don't have any problems with the position size or equity size. All though I get the same signal bar after bar, I only hold 1 contract at a time so the other signals are ignored.
It works perfectly on 41 out of 45 trades. Also, this gives me an error when I added it to my program and tried to verify it. // signal-based backtest, redundant (raw) signals are NOT removed, only one position per symbol allowed SetBacktestMode( backtestRegularRaw ); Tom ----- Original Message ----- From: Tomasz Janeczko To: [email protected] Sent: Saturday, August 30, 2008 12:51 PM Subject: Re: [amibroker] Why is scan and backtest different? Hello, Scan shows RAW signals, backtest shows actual trades. The difference is pictured in the User's Guide: Tutorial: Portfolio level backtest: http://www.amibroker.com/guide/h_portfolio.html Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "professor77747" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Saturday, August 30, 2008 8:43 PM Subject: [amibroker] Why is scan and backtest different? >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 > > > ------------------------------------ > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > Yahoo! Groups Links > > >
