Every
time the condition is true (buy == 1) you get a buy signal in scan. Using backtest, you will only get the first buy until you get an
exit signal (sell == 1). The other buy signals are dismissed by the backtester.
Regards,
Hugo
-----Message
d'origine-----
De :
amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] De la part de Dickie Paria
Envoyé : 21 juin 2005 08:48
À : amibroker@xxxxxxxxxxxxxxx
Objet : [amibroker] Qts re:
discrepancy between Scan and Backtest
When I run a scan of a
trading system (for some stocks and for a
certain time period), I get about 15 'Buy'
signals. However, when I
run a backtest of the same system (with time
period and number of
stocks the same), I get only one 'Buy' signal
(which is one of the 15
scans). What gives?
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