backtestRegularRawMulti - Missing trades but used to work

[rloftinbiz]

I thought 'backtestRegularRawMulti' would allow overlapping trades to be resolved trade by trade. I used it and it worked but now it does not. I cannot seem to solve the mystery.

_SECTION_BEGIN( "Trade Logic" );         // Set backtest for overlapping trades
SetBacktestMode( backtestRegularRawMulti );
SetPositionSize( 1, spsPercentOfEquity );
SetTradeDelays( 0, 0, 0, 0 );

My results from backtest are missing 1/17, 1/25, and 1/30, but I have a phantom trade on 1/31.

The green up arrows represent trade signals. The * an O represent gain or loss. Under each is the date.

Why is what used to work no longer working????

[Tomasz]

Software works THE SAME, all the time.

It is described very precisely what each mode is doing

http://www.amibroker.com/guide/afl/setbacktestmode.html

Quote:

1. signal-based backtest, redundant (raw) signals are NOT removed,
2. MULTIPLE positions per symbol will be open if BUY/SHORT
   signal is 'true' for more than one bar and there are free funds
3. Sell/Cover exit all open positions on given symbol,
4. Scale-In/Out work on all open positions of given symbol at once.

It is doing only what is described in the manual and nothing more or less. Don't make assumptions. Just consult the manual. It covers everything very precisely. Software does not implement someone's assumptions. It implements what is described in the manual. And each and every day the same.

The only reason for differences are DIFFERENT USER SETTINGS.

Check your "Pad and align" settings. Padding to reference symbol may and will change the number of bars if you have data holes / extra bars.

Your DATA and SETTINGS are the "variable factors", not the software.

[mradtke]

You might consider turning on Detailed Log in the Analysis Settings / Report tab, as that will tell you what AmiBroker is doing with any signals that you've generated.