Amibroker Backtest Question

[rub92me]

Hi,
I'm trying to do a backtest on a single index future, but can't get it to work somehow.
When I run my code in scan mode over this index I can see that Buy and Short signals are hit.
When I run the backtest over all securities/indices in my database it comes back with results.
However when I run the backtest over the single index it is not giving me any results I'm not getting any error messages either to give me hint of what's going wrong.
Even if I put in a simple buy signal like C > Ref(C,-1) I'm getting zilch.
Any help would be much appreciated.

 

[Peakey]

I'll take a stab in the dark..... Have you set the date correctly in the 'Range' field?

 

[rub92me]

Yep, range is set from 28/09/2006 to 28/09/2007. Futures box is ticked in the backtesting settings.

 

[Seaking]

I had this issue when I first started working with the SPI. try Clicking on View - Symbol information and then check that the round lot size and Tick size are correct.
From memory I think mine had the SPI at .1 instead of 1 for the tick size.

I had to the same for other index futures as well...

 

[rub92me]

Thanks Seaking, I will double check. From memory that looked okay though.
I will also try to hardcode the correct values in the backtest formula, rather than relying on the information in there. I will play around a bit more tonight to see if I can get it to work...

 

[Surly]

I have a related question too.

In the settings for backtesting it allows a percentage trailing profit to be set at say 10%.

What exactly is this 10% of?

cheers
Surly

 

[rub92me]

Well, I found a way around the problem, but I don't know why it is a problem.
If I change the currency in the symbol information from AUD (correct) to USD (incorrect) I'm getting results from the backtest. What the?

 

[Wysiwyg]

Hi, any backtesters have a standard setting for ...

Long Trades = Buy Price Open, Sell Price Open or Close ??

Reason I ask is because there is a huge variation in any sample tested.