Ok - I found the problem - I was pointing to an older version of the strategy (subtly different file name) vs. the current one - sorry for the wasted space, but thanks to everyone for the help.
--- In [email protected], "bistrader" <bistra...@...> wrote: > > 1. Does the trade on 10/5/09 have price history for 10/1 and 10/2? > 2. Is this one day delay with no price for 10/1/09 or for 10/2/09 for symbol > bought on 10/5/09? > 3. Was the trade on 10/5/09 just sold and then bought again on 10/5/09? > > --- In [email protected], "droskill" <droskill@> wrote: > > > > Here's the logic I'm using for trading on the beginning of the month: > > > > m = Month(); > > newMonth = m != Ref( m, -1); > > PositionScore = IIf(newMonth, PositionScore, scoreNoRotate); > > > > Note that when using Batman, this caused a trade on 10/5/09 which is > > clearly wrong. Is there some handling of this that I should be doing > > differently? > > > > I do have "add artificial future bar" on - and it was part of the settings > > file I saved for use in Batman. > > > > --- In [email protected], "re_rowland" <rowland@> wrote: > > > > > > Check your logic to be sure that incomplete weeks are treated correctly. > > > > > > Also, if you are using EOD and "next day" trading, then be sure to enable > > > "add artificial future bar" otherwise you will not get the trades > > > acurately when running in "production" mode. > > > > > > --- In [email protected], Keith McCombs <kmccombs@> wrote: > > > > > > > > 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" <brucer@> 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? > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > >
