Hi Robert, Thanks for the reply. It gives me hope! I have tried just about every setting I can think of, including the default settings. Any chance you can email me your AA backtesting settings? craig.broadbear at gmail dot com
I have tried with Vista x64 and Windows 7 x64 on two different machines. I'm using daily data from an MySQL database using the plugin ODBC.dll v 1.4. Maybe thats the issue. When I find time I will try and setup a CSV only database to test with. Craig On Mon, Aug 31, 2009 at 9:39 AM, i cs <[email protected]> wrote: > > > Hi Craig, > > I have been playing around with rotational systems in the last few days. > I've used the "ExampleRotational" system in the "Systems" folder of AB "as > is" from version 5.20 on over 1500 ASX symbols and it seems to work as it's > meant to. > I've also run it on a number of watchlists with different volatilties etc. > > Have you changed any code in the "Example Rotational" or any settings in > the A-A ? Any irregularities in the data you are using? ie is there a bad > tick in one of the symbols that reduces the equity to zero in the first day > or similar? > > I've found that in some tests, it exits the very next day, sometimes > unchanged, sometimes with a profit or loss, but never on the same bar as the > entry. > > I've spent some time trying to replicate your problem and I've had no luck. > > regs > > Robert Z > > > > ------------------------------ > *From:* Craig Broadbear <[email protected]> > *To:* [email protected] > *Sent:* Monday, 31 August, 2009 8:58:18 AM > *Subject:* Re: [amibroker] rotational systems - any limit to the number of > symbols that can be rotated? > > > > Hi Howard, it does work if I run my tests on a smaller number of symbols. > e.g. 30 seems to work ok. > > I have been unable to come up with any rotational system that works on a > large number of symbols. (say 500) > Even the sample "ExampleRotational" does not work. Has anyone? > > > Craig > > > On Mon, Aug 31, 2009 at 3:27 AM, Howard B <howardbandy@ > gmail.com<[email protected]> > > wrote: > >> >> >> Hi Craig -- >> >> You can have 100 issues in a watchlist and run a rotational trading system >> using it. >> >> My experience is that rotation works best when the number of issues in the >> watchlist that are eligible for rotation is ten or fewer. If you are >> working with 100, you might want to create several systems and have each >> work with a different watchlist. >> >> To solve the problem you are having, try creating a watchlist with just a >> few issues, then see if you are still getting entry and exit on the same >> bar. If so, look at AA's settings to see if everything makes sense. >> >> Thanks, >> Howard >> >> >> >> On Wed, Aug 26, 2009 at 3:09 PM, craigbroadbear <cr...@broadgun. >> com<[email protected]> >> > wrote: >> >>> >>> >>> Problem is with too many symbols in backtest (e.g. 100) then each trade >>> is in and out at the same time with zero profit. >>> >>> Can anyone shed some light on this? >>> >>> What is the maximum limit? >>> >>> Craig >>> >>> >> > > > -- > Broadgun Software > www.pdfmachine. com <http://www.pdfmachine.com> > www.museum-email- archive.com <http://www.museum-email-archive.com> > > ------------------------------ > Find local businesses and services in your area with Yahoo!7 Local. Get > started<http://au.rd.yahoo.com/search/local/mailtagline/*http://local.yahoo.com.au> > . > > > -- Broadgun Software www.pdfmachine.com www.museum-email-archive.com
