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NiallL  
#1 Posted : Tuesday, February 21, 2012 3:50:24 PM(UTC)
NiallL

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Posts: 20

Hi,

I am running a backtesting technical test but its coming up with 0 trades,

The details that i have are:


Execution Details:

Buy Order: Mov(C,5,S) > Mov(C,10,S) (Order Type: Market)
Sell Order: Mov(C,5,S) < Mov(C,10,S) (Order Type: Market)
Sell Short Order: Mov(C,5,S) < Mov(C,10,S) (Order Type: Market)
Buy to Cover Order: Mov(C,5,S) > Mov(C,10,S) (Order Type: Market)

Order Bias: Long Orders
Portfolio Bias: Single

Stops: 0 stops



Security (that the backtesting is done on is:
Label: S&P 500 Index Composite
Contracts: Continuous contracts - Type: Roll on expiration



Trading:
Initial Equity: 100000
Portfolio: Both
Close all positions on the last bar: ticked



Result Details:;
Total Trades: 0

:(



What I am trying to do is to get a SMA of 5 over 10 on days,



Thanks in Advance for the help,


Niall
jjstein  
#2 Posted : Tuesday, February 21, 2012 4:41:20 PM(UTC)
jjstein

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How many bars are you loading?

NiallL  
#3 Posted : Friday, February 24, 2012 3:00:50 PM(UTC)
NiallL

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Hi,

I think it is using:
5553 Daily Bars 21/02/1990 Through 21/02/2012 (8035 Days)

but still coming up with 0 trades,

In Orders screen its coming up with "Cancelled - Zero size"

any ideas?

Thanks
wabbit  
#4 Posted : Friday, February 24, 2012 5:20:47 PM(UTC)
wabbit

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You need to specify a trade size, either on the BUY and SELL tabs as a formula, or in the system testing options dialogue box, or do a points only test.


wabbit [:D]

NiallL  
#5 Posted : Friday, February 24, 2012 5:21:17 PM(UTC)
NiallL

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Joined: 2/14/2012(UTC)
Posts: 20

Hi,

found the issue why 0 trades were being returned and posting the reason why here in case there are other traders with the same issue,

the issue (for me) was that in Enhanced System Trader -> Perform Trading Simulation screen, the minimum default size of a trade was set to Transaction Cost = 2, this means that the total transaction cost is equal to 2, and this very rarely happens,

i reset this to Number of Units and the traders were being picked up,

Thanks,

Niall
wabbit  
#6 Posted : Friday, February 24, 2012 5:53:14 PM(UTC)
wabbit

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Was thanked: 16 time(s) in 16 post(s)
So.... your issue is resolved? [^o)]


wabbit [:D]

NiallL  
#7 Posted : Monday, February 27, 2012 1:59:15 PM(UTC)
NiallL

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Joined: 2/14/2012(UTC)
Posts: 20

Hi Wabbit,

Yes, Thanks my issue is resolved,

Niall
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