|
As always, Tomasz, thanks so much for your prompt
reply.
I don't think these items you mention are my
problem, though. I am running this on a 1 min chart of EURUSD spot
forex. I am attempting to only have one $500 position (1 lot) open at a
time in an account with $2000. If there is a setting that is
throttling the "taken" trades I don't know what that would be. I am still
fuzzy about exactly what all of the settings mean. I've read through the
docs many times, but I'm probably missing something. Can you think of
anything else to check?
Settings:
// Trading at Interactive Brokers where we
get 50:1 margin on a $25,000 contract
PositionSize = MarginDeposit =
500;
PointValue = 25000;
Thanks
again,
Brian
----- Original Message -----
Sent: Wednesday, June 22, 2005 12:12
AM
Subject: Re: [amibroker] Backtester
doesn't show trades, but DebugView does
Hello,
Backtester shows trades actually taken which
are subject
to portfolio cash , max. number of open positions, round lot
size, min. shares
and other limits set in the settings.
Your code on
the other hand shows all RAW SIGNALS.
The difference is shown in this
picture:
http://www.amibroker.com/gifs/bt_regular.gif
Best
regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Brian Fenske" <brfenske@xxxxxxxxxxx>
To:
<amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, June 22, 2005 8:04
AM
Subject: [amibroker] Backtester doesn't show trades, but DebugView
does
>I have for loop code that looks for entries and exits like
this
> (obviously pseudo-code):
>
> for( i = 1; i <
BarCount; i++ )
> {
>
> // EXITS
>
If cond1 then {
> If bInLong then {
>
Sell[i] =1
> _TRACE("sell at " + price)
>
}
> }
>
> If cond2 then {
> If bInShort then
{
> Cover[i] = 1
>
_TRACE("cover at " + price)
> }
> }
>
>
// ENTRIES
> If cond3 then {
> If Not
bInLong then {
> Buy[i] = 1
>
_TRACE("buy at " + price)
> }
> }
>
> If cond4
then {
> If Not bInShort then {
> Short[i]
= 1
> _TRACE("short at " + price)
>
}
> }
>
> }
>
> The problem is, when I run
this in the backtester it shows a few
> trades when it should show
dozens. Much stranger though is I have
> DebugView running and
the TRACE statements are writing out many
> times more trades that what
I see in the backtester results window.
>
> Is there some
basic flaw to my understanding of how looping code
> works in the
backtester?
>
> Is my 'Buy[i] = 1' construct the wrong way
to do this?
>
> Are there some more complex for loop
examples that I could use as a
> guide?
>
> Thanks for any
insight,
> Brian
>
>
>
>
>
>
>
> Please note that this group is for discussion
between users only.
>
> To get support from AmiBroker please send
an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For
other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
Please note that this
group is for discussion between users only.
To get support from
AmiBroker please send an e-mail directly to
SUPPORT {at}
amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
|