Try setting your parameters using the Parameters button from the AA window, then backtest. That should address at least point 4.
Mike --- In [email protected], "Brian Wild" <wil...@...> wrote: > > Hi Folks > > Having had some problems backtesting an AFL program, I tried to resolve the > issues by looking at a very basic MA crossover program. This gave very > puzzling results as shown in the attachment. Items included are the Main > Plot, the AFL prog, and the backtester result. There were no fancy settngs > for the backtest. > Please note that the dates are in English format - ie dd/mm/yyyy. > > The problems I see are: - > 1. Buy and Sell arrows show up correctly on the plot. However, the backtest > output has reversed all of these, so that the Sell signal on 12/1/2009 has > become a Buy in the table, and so on. > 2. Nevertheless,these poor signals yield 3 trades, two of which yield a > profit! The backtester profit calculations appear to be correct, and give a > total profit of $2202.96 as shown at the bottom of the backtest table. > 3. This profit would imply a final equity of about$12,203, given the starting > value of $10,00. However, this bears no relationship to the final value on > the equity curve, namely $7732.38. > 4. These results were with the default values of the Parameters set up for > the fast and slow MAs. Selecting different values by right-clicking on the > plot, selecting Parameters, etc, then re-running the backtest gave exactly > the same calculations, although the plot changed as expected. Is this the > intended operation of the backtester? - i.e default values are used > regardless? > > Any advice on the above issues would be appreciated. > > Brian >
