Droskill --
10/5/09 is the first Monday of the month, and the first day of the week.
Maybe this can help, maybe not.
-- Keith
droskill wrote:
Thanks Bruce, I'll give it a shot - I've had issues only with systems
that use the rotational trader. What I haven't had a chance to test
yet is whether it is caused by my date restrictions or if it is caused
by the rotational trading. I have two systems - one trades once per
month, the other once per week. These are the ones having the errors -
all of my normal systems (using traditional buy and sell signals) work
perfectly.
--- In [email protected] <mailto:amibroker%40yahoogroups.com>,
"Bruce" <bru...@...> wrote:
>
>
>
> Droskill -
>
> There are just too many "moving parts" in a batch backtest to hone
in on probable issues, but I will try to offer a suggestion. I'll also
relate that I run 50+ batch explores and backtests nightly via Batman,
and cross-check the results occasionally and have not seen problems.
>
> BUT, long ago I wrote the AFL on the AmibrokerU site called
BoilerPlate.afl and have referred people to it in order to debug
similar issues. Experience has show that it can prevent a number of
problems, and that is why it is one of the first things that I put on
the site. BTW, it is included in all of those backtests that I
mentioned that I run for a couple of reasons -
>
> 1. It makes me think about all of the settings and which ones to
override.
> 2. Some settings can not be set via the Settings file and not having
a default is akin to having an uninitialized variable (or one that may
be initialized from the UI, but differently from COM).
>
> My suggestion would be to first include that AFL and set the
appropriate options to get a baseline, and then see if you still have
the issue that you mentioned.
>
> -- BruceR
>
> --- In [email protected]
<mailto:amibroker%40yahoogroups.com>, "droskill" <droskill@> wrote:
> >
> > Hey guys,
> >
> > I'm running a backtest via Batman, and I get different results for
current trades vs. running it directly in AB. This doesn't make any
sense to me as Batman obviously just opens AB and runs the backtest
there. I've saved the settings file for the backtest to make sure the
settings are the problem, but I still get different results.
> >
> > I'm using the rotational trader - I've got it setup so that I only
trade on the first day of the month, yet in the Batman backtest, I get
trades on, say 10/5/09 where there shouldn't be trades.
> >
> > Anybody have any ideas?
> >
>