Hi intermilan04,
Did you ever find out how to keep your scan and your backtest
synchronized?
If you did, I would be grateful if you could summarize:
1) What you need to do in the scan.
2) What you need to do in the backtest.
Regards,
Alan
--- In amibroker@yahoogroups.com, "intermilan04" <[EMA
w.amibroker.com/gifs/bt_regular.gif
>
> it shows clearly how signals build trade candidates (buy-sell) and
how they are
> picked according to user-defined position score.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> - Original Message -
> From: "int
trade candidates (buy-sell) and how they are
picked according to user-defined position score.
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: "intermilan04" <[EMAIL PROTECTED]>
To:
Sent: Wednesday, July 26, 2006 2:14 AM
Subject: [amibroker] Re: Scan vs Backte
Graham,
I tried backtesting for 7/24 alone (i.e. the Date Range is from 7/24
and to 7/24) the Backtest still did not enter on BTU or WFT, which
were the top 2 PositionScore according to Scan.
I will attempt to explain what's happening with the following scenarios:
Scenario 1:
- Scan finds 10 sig
A trade signal occurs on the day the conditions are correct
A trade entry in your backtest occurs when you have the trade
conditions occur in accordance with your settings for that backtest,
just like you would have in your trading. A buy in a backtest is not a
signal, but the trade entry. Backtest
Hi Graham,
Thank you very much for your reply.
I took your advice and changed the filter to
filter = Ref (Buy, -1);
PositionScore = Ref(SomeCondition, -1);
to be able to explore what the Backtester takes, in hindsight.
I still feel it's kinda strange that, Scanning for signals on 7/21
does not
The signal is what explore or scan will see
Backtest will take the trade as per your settings (ie 1 bar delay).
If you want expore to include the delay then you need to include this
delay in your filter eg
filter = ref(buy,-1);
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I
have you you've got enough capital to buy all the
signals
From: amibroker@yahoogroups.com
[mailto:[EMAIL PROTECTED] On Behalf Of
intermilan04Sent: Tuesday, 25 July 2006 4:24 PMTo:
amibroker@yahoogroups.comSubject: [amibroker] Re: Scan vs
Backtest
Hi Graham,Thank you for your
Yes I do. I provided my "Explore" results of 7/21, and "Backtest"
result of 7/24, which is the next trading day.
My plan is to buy stocks that had been signaled a day before, so
Backtester "seeing" the same thing as "Explore" is critical.
As I had said, I understand that the Backtester doesn't ne
do you have delays in the settings? looks like you have 1 bar delays setting
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 25/07/06, intermilan04 <[EMAIL PROTECTED]> wrote:
> Hi Graham,
>
>
Hi Graham,
Thank you for your very prompt reply.
I am sorry if I'm mistaken, but my understanding was that the Detailed
Trade Log of below
Entry signals(score):CXG=Buy(1.05648), NYNY=Buy(1.0541),
> TWMC=Buy(1.02888), SWFT=Buy(1.02825), FLOW=Buy(1.02709),
BCR=Buy(1.00364),
contain all the raw tra
11 matches
Mail list logo
