Backtesting high Value symbols

AFL Programming
#1

Hi,

I am backtesting a couple of scripts which are having high values ranging between 30,000 to 33,000. With the system I am able to plot all the buy and short arrows but I am not able to see the same trades on the backtest report.

can anyone please guide me if I am missing anything in the code put below.

_SECTION_BEGIN("Backtest");

RoundLotSize = 100; // Define Round Lot Size of the Trading Instrument
SetPositionSize (100,spsShares); // Define Fixed Trading Size
SetOption( "InitialEquity", 500000 );

SetOption( "FuturesMode", True );

SetOption( "CommissionMode", 2 ); // Fixed Brokerage Commissions (Per Trade)
SetOption( "CommissionAmount", 100 ); // Rs 100/Leg Commisions

SetOption( "MarginRequirement", 10 ); //Define Margin Requirement
SetOption("AccountMargin", 10 ); //Define Account Margin

tn = TimeNum();
startTime = 92000; // start in HHMMSS format
endTime = 230000; // end in HHMMSS format
timeOK = tn >= startTime AND tn <= endTime;

fast=Param("FAST",9,3,300,1,0);
slow=Param("SLOW",15,3,300,1,0);

BuySignal=Cross(EMA(C,9),EMA(C,15));
SellSignal=Cross(EMA(C,15),EMA(C,9));

Buy = Ref(BuySignal,-1) AND timeOK ; // AND timeOK
Sell = (Ref(SellSignal,-2) AND timeOK) OR Cross( tn, endTime ) ;

Short = Ref(SellSignal,-1) AND timeOK; // AND timeOK
Cover = (Ref(BuySignal,-1) AND timeOK) OR Cross( tn, endTime );

_SECTION_END();

#2

Go to Analysis Settings / Report and select Detailed Log instead of Trade List. AmiBroker will tell you why it isn't taking those trades. Most likely it has to do with insufficient capital being available.

1 Like
#3

hi mradtke, thanks for the solution! I increased the capital account balance and changed the limit trade size to zero and it worked.