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
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