what else is needed to get it right?

bharatk8

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Though I see 100+ trade signals/month during exploration ,backtesting usually show results of around 50 trades for same period in amibroker.I have tried to juggle with back testing settings too.This happens even though I select
maximum open positions=10
minimum share=1
minimum position value=10
initial equity=100,000

What am I missing?
 
Maybe you need to set multiple positions option in backtester

SetBacktestMode( backtestRegularRawMulti );
 
Dear intradaybill,
I added

SetBacktestMode( backtestRegularRawMulti );

in my AFL but it did not give me desired results.Pl. suggest alternative
 
I added following code in my AFL but it does not work.(anomaly in trades in exploration and backtesting results is still there)
/*****
** REGULAR PORTFOLIO mode
** This sample optimization
** finds what is optimum number of positions open simultaneously
**
****/

SetOption("InitialEquity", 20000 );
SetTradeDelays(1,1,1,1);
RoundLotSize = 1;

posqty = Optimize("PosQty", 4, 1, 20, 1 );
SetOption("MaxOpenPositions", posqty);

// desired position size is 100% portfolio equity
// divided by PosQty positions

PositionSize = -100/posqty;
 
Dear intradaybill,
I added

SetBacktestMode( backtestRegularRawMulti );

in my AFL but it did not give me desired results.Pl. suggest alternative

I guess you added it on top, before the Buy and Sell.

Nothing else to suggest.
 
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