Help required for Backtesting parameters

#1
Hello,
I'm a novice to Amibroker and request some help from the experienced members related to BackTesting settings (in Automatic Analysis Window)

I am facing some wierd problems, as follows:
1) I have written a Buy / Sell AFL (With Short=sell and cover=buy) for crossover of 20MA on 50MA i.e. a Buy when close is above 20MA and 50MA and vice versa.
The Backtesting gives the following report
Ticker Trade Date Price Ex. date Ex. Price
ICICIBANK Long (profit) 09/01/2009 10:54 764.8 09/01/2009 11:54 772.2
ICICIBANK Short (profit) 09/01/2009 13:54 754.5 09/01/2009 14:54 744.35
ICICIBANK Long (profit) 09/03/2009 10:54 742.1 09/03/2009 11:54 745.05
ICICIBANK Short (profit) 09/03/2009 13:54 744.35 09/03/2009 14:54 738.9
ICICIBANK Long (max loss) 09/04/2009 12:51 740.45 09/04/2009 13:51 740.35
ICICIBANK Short (max loss) 09/14/2009 14:54 821.3 09/14/2009 15:29 828.25

The above AFL was executed on an Hourly chart (on the Settings window). I have found out that the trade exits immediately in the next bar (1 hr) irrespective whether the prices have fallen further or not. This results in little / no profits.

Secondly, today (as on 30/10/2009), when the report was generated with the settings for date from 01/10/2009 to 30/10/2009 the report generated trades only upto 23/10/2009. This is another strange thing..:(

Can someone please help me with the detailed settings for the Automatic Analysis dialog box.

Your help would be highly appreciated.

warm regards...rbhapkar
 
#2
check in setting>stop tab whether you have modified some changes example profit target
..it is generating result only till 23oct because you have not sufficient fund or you have checked future mode and after 23 oct you don't have sufficient fund to trade more
it would be better if you provide screenshot of setting all tabs
 

singhboy

Active Member
#3
rinku plz tell me the required afl yaar to scan for stocks on 15 mint chart where positive directional index cross negative directional index, and on eod also, thnx
 
#4
rinku plz tell me the required afl yaar to scan for stocks on 15 mint chart where positive directional index cross negative directional index, and on eod also, thnx
download the afl and if you want to use it for 15min chart click setting at automatic analysis at genral tab set periodicity at 15min :thumb:
 

singhboy

Active Member
#5
thank u 1000 times bro, now let me try this
 

Similar threads

Broker Special Offers

Intraday Higher Leverage

Save up to 90% in brokerage and get higher leverage for intraday trades.

Name:Phone:
Email:City:
State:
Are you a day trader?