We have a trading strategy that I back tested in the above mentioned period on daily bars on raw profit mode, and it is not producing anything. My friend tested the same thing on Amibroker, and got lots of trades and results. What can I do to fix this. Happy new year Eugene and Cone.

Happy New Year.

There's a good chance that either there's an error in the code (logic or syntactical), or, your raw profit sizing isn't large enough to purchase at least 1 share of the instrument that you're backtesting. Apart from that, it's just guesswork for us since we have none of the details (like the code, symbol, and sizing for starters).

Two more ideas:

1. A difference in data (must be exact same data to compare)
2. Trading loop start bar?

Position size was $5000 per position.

When you say " a difference in data," what kind of data are you referring to? and what about the trading loop start bar?

Are the $5000 enough to trade 1 share of that instrument? It might not be the case with certain world indexes/stocks. We still have no idea as you didn't provide anything to work with.

1 - The data on which your friend and you are running the simulation must be from exactly the same data vendor and in the same exact format. Otherwise it's comparing apples to oranges.
2 - It's about guesswork. I gave you a hint but who knows how are your data loading range and the main loop's start bar set up? See Cone's reply above.

P.S. Please read Our support policy carefully especially the part regarding How to report a Problem?

As to Eugene's comment about $5000 possibly not being enough to buy certain stocks/indexes, even if that were the case, wouldn't it buy other stocks that could be bought with that amount of money rather than return 0 trades? Because my friend who tested on AB got hundreds of trades during that short test period that we picked to compare trades.

Also as to Cone's idea about the possibility of error in coding, Rich who uses WLP like me ran the same code ( I sent him the xml code,) and got back test results. So it seems to me that this problem is happening to me specifically, and I thought in my lay person's opinion, it might have to do with my Data folder, but I am no expert.

I have difficulty understanding the tech ("Geek") lingo about the "data loading range," and "main loop's start bar set up," so it is very difficult to understand what Eugene is saying. Please, if don't mind too much, elaborate in more common English. Thanks a lot.

I'm not sure how many more times should Cone and I say the same thing but let's repeat it once again:

Please carefully read our support policy on how problems should be reported and provide us with the details required.

I was just reading the content of your support policy, but did not understand what "ChartScript" meant. What is that? thanks.

ChartScript is a Strategy. Sorry that that term hasn't been updated yet.

Joanna, we simply can't tell you why your strategies don't work if we don't have them and the details used to run them. In my first reply, I asked specifically for "the code, symbol, and sizing for starters".

QUOTE:
I have difficulty understanding the tech ("Geek") lingo about the "data loading range," and "main loop's start bar set up," so it is very difficult to understand what Eugene is saying.

I couldn't help commenting this passage... There is absolutely zero geek lingo in what I said.

1 - If you ever selected a custom range of starting and ending dates (or bars) in WLP you're familiar with the "data loading range" dialog. If not, it's described in the WLP User Guide.
2 - "main loop's start bar set up," - Do you program your strategies? In this case, on which bar does the main(trading) loop start? What if your daily (OK it's still nothing but guesswork) strategy requires 60 bars (of seed data) just to "warm up" (e.g. precompute DataSeries) but the (unknown) data loading range starts from 8/1/2000? No trades could happen (Bars, Loops, and Bar + 1).

P.S. You're telling it's geek lingo? I thought you were well prepared :P

Why is Wealthlab's Programming Language C# Rather than Java?

Bravo Eugene. See, it was worth it just writing things albeit imperfectly. I am not sure that the problem is entirely solved because the reason why I and my friends started doing the trades comparison was because I was having Optimization problems where WLP's optimization over say 10 years was producing "0" results on every category. So I might still have problems with this.

But while I was reading your last comment, a light bulb went out so to speak, and I added another month in front of the date range that I was interested because I knew that my strategy needed about a month worth of lead-in time before generating trades, and voila, it generated trades: starting 8/2/2000 which meant I believe that I should add one more day to the front end of the current date range so that the trades will start on 8/1/2000. Thanks a lot.

As to Eugene's comment about the Geek or no Geek, when I saw "data loading range" in Eugene's comment, that was different than "data range" which is on my WLP, and while I was reading "C# Programming for Absolute Beginners" which was one of the suggested books on WLP, I think I read that computers take things extremely literally, and e.g. main and Main are different things to C# and so forth. So I naturally assumed that "data loading range" was something relevant to the inner workings of the computer rather than something on WLP screen.

I run custom coded strategies, but coding is done by my trading buddy Rich who you probably know. He is the wiz. I am " swimming in confusion" trying to learn C#, and the progress is very slow. Nevertheless, I AM learning, so I believe coding would be a matter of time for me. I am guessing that both of you went through this very confusing and "more boring than watching the paint dry" process that I described to my friends. In that case, I commend you for your perseverance.