Run your backtest in DETAILED REPORT mode and it will tell you why trade is not open (lack of funds, reaching volume % level, etc).
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "brian_z111" <[email protected]> To: <[email protected]> Sent: Saturday, July 18, 2009 12:25 AM Subject: [amibroker] Re: Why don't the backtest results don't match the trade signals on my chart. > Gidday Tom, > > One possible reason (as a rough guess): > > > - assuming you are using intraday data of same kind > - in chart mode you have daily view selected i.e. view market hours only ... > so charts automatically 'ignore' after market hour > data? > - in BT mode,you have to specify, via code, if you want to ignore after hours > data i.e. data that comes in after the defined > market hours (see your database settings for defined market hours ... this is > defined on a market by market basis) > > If this is the case: > > - in RT data market hours can be defined, via code > > timenum() >= 093000 and timenum() <= 160000;//data from 830am to 4pm, > inclusive will be used. > > OR check your DB settings and select 24 hour view if you don't specify market > hours via code. > > --- In [email protected], "professor77747" <profes...@...> wrote: >> >> I have a formula that puts up and down arrows on my chart when a trade >> should be made. I trade gold futures with 6 hour bars. >> >> When I use the most current futures contract (August), my backtest and my >> trading signals match. However, when I use the later >> contracts (October or December), the backtest results and the trading >> signals don't match. >> >> On the October futures chart, I have at 8 trades, but the backtest only >> lists 3 trades. Why are 5 trades missing? >> >> Sometimes the later contracts like October will close without any contracts >> being sold. Sometimes it will close 20 to 30 minutes >> late because that is when a trade is made. When the bar closes late, >> sometimes, I will have a trade signal generated at the close >> when it was not generated until the late sale. >> >> I have checked to make sure that I am using the same formula for both. >> >> Thanks, >> Tom >> > > > > > ------------------------------------ > > **** IMPORTANT PLEASE READ **** > This group is for the discussion between users only. > This is *NOT* technical support channel. > > TO GET TECHNICAL SUPPORT send an e-mail directly to > SUPPORT {at} amibroker.com > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > http://www.amibroker.com/feedback/ > (submissions sent via other channels won't be considered) > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > Yahoo! Groups Links > > >
