Michael --
I went to your web site. via your link below. However, I couldn't find
any of the files you refer to. Do I need a secret password or handshake?
-- Keith
On 7/7/2010 16:57, michaels_musings wrote:
Anyone know how to get the Backtester and Optimizer to include all
trades in their results? The code below (firstSystemPostCopy.afl)
initiates trades that get captured by the logfile, but they don't show
up or get accumulated in the Backtester or Optimizer. The results are
from ~six months of 1-minute bars of FAS. The Backtester shows 16
trades with profit of $7,110.38. Per the logfile there were 24 trades
with profit of $3,751.29.
Anyone know why the extra 8 trades weren't included in the Backtester?
Thanks,
Michael
First few trades from Backtester:
Ticker Trade Entry Exit
FAS Long 11/30/2009 2:53:00 PM 25.03 12/8/2009 7:32:00 AM 23.52
FAS Long 12/23/2009 7:27:00 AM 25.03 1/5/2010 2:42:00 PM 27.03
FAS Long 2/16/2010 2:31:00 PM 23.18 2/22/2010 1:24:00 PM 25.03
FAS Long 3/5/2010 9:44:00 AM 27.03 3/10/2010 9:10:00 AM 29.19
First few trades from Log File:
Symbol, Action, Date, Time, Buy point, Entry, Exit
FAS, Bought, 2009-11-30, 14:53:00, 5, 25.0300
FAS, StopLoss, 2009-12-08, 07:32:00, 5, 25.0300, 23.5200
FAS, Bought, 2009-12-23, 07:27:00, 5, 25.0300
FAS, Profit, 2010-01-05, 14:42:00, 5, 25.0300, 27.0300
FAS, Bought, 2010-01-05, 14:42:00, 6, 27.0300
FAS, StopLoss, 2010-01-22, 06:11:00, 6, 27.0300, 25.4000
FAS, Bought, 2010-02-16, 14:31:00, 4, 23.1800
FAS, Profit, 2010-02-22, 13:24:00, 4, 23.1800, 25.0300
[Since no one wants a 1,000 line email, full files are at:
http://michaels-musings.com/amibroker-optimizer-and-backtester-losing-trades.html
]
firstSystemPostCopy.afl - Script I'm running
trades.html - Backtester trade list
settings.html - Backtester settings
stats.html - Backtester stats
firstSystemLog.txt - Log File created by firstSystemPostCopy.afl
AmiBrokerLostTrades.xls - Trade list from log file w/ computed Profit
