Sorry, hit send too quickly. I see that your position sizing appears in the code, and I meant to say ratio of the *bar's* volume, not of the *day's* volume.
But, you get the point. There are many settings that affect whether a trade is placed. Go through all the options of the AA window and study them carefully. Position size shrinking is one of the 'usual suspects' in these cases. Turn it on and see if it helps. Mike --- In [email protected], "Mike" <sfclimb...@...> wrote: > > Just stating opening equity is not enough information. What is your position > sizing, what is the max number of trades, do you allow position size > shrinking, would your trade represent too large a ratio of the days trading > volume, are you using commissions? All of these will impact whether a trade > is taken or not. > > Mike > > --- In [email protected], "Peter" <aretep@> wrote: > > > > Hi > > > > I'm having similar problems with some trades being missed on 1 minute data. > > The arrows for actual trades are correct but some trades are missed by the > > back tester. Below is the code I used, Equity is 1,000,000. > > > > > > > > As I notice if I change to hour bars there is no problem I wonder if data > > integrity an issue? > > > > > > > > Any help would be appreciated > > > > > > > > Thanks > > > > Peter > > > > > > > > > > > > SetOption("FuturesMode",True); > > > > PositionSize = MarginDeposit = 1; > > > > SetOption("AllowSameBarExit", True); > > > > SetTradeDelays(0,0,0,0); > > > > SetBacktestMode( backtestRegularRaw ); > > > > > > > > BuyPrice = C; > > > > SellPrice = C; > > > > > > > > MA1 = MA(C,5); > > > > MA2 = MA(C,25); > > > > > > > > Buy = Cross(MA1,MA2); > > > > Sell = Cross(MA2,MA1); > > > > > > > > From: [email protected] [mailto:[email protected]] On Behalf > > Of Mike > > Sent: Thursday, 8 October 2009 7:55 a.m. > > To: [email protected] > > Subject: [amibroker] Re: Why raw signals different than actual trades? > > > > > > > > > > > > As alluded to by Mark, the default backtest behavior will only allow one > > position per symbol at a time. Also, your position size may be causing you > > to run out of funds, and your Max Positions setting may be preventing you > > from taking on more positions (if trading a portfolio of stocks). See the AA > > settings, SetPositionSize function, SetOption function. > > > > Mike > > > > --- In [email protected] <mailto:amibroker%40yahoogroups.com> , > > "fcee150206014" <xk9.xk9@> wrote: > > > > > > Hello, > > > > > > I've been trying to backtest some old ideas but I have a problem, the > > system recognizes all the raw signals but ignores more than half when doing > > actual trades. > > > > > > > > > > > > Thank you for your help. > > > > > >
