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Backscanner - wins + losses not equal to total Rate this Topic:
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hicraig3
Posted : Tuesday, January 9, 2007 6:17:22 AM
Registered User
Joined: 12/27/2005
Posts: 83
Hi,

When I'm backscanning, sometimes (5-10%) of the time, the number of winning plus losing trades are is not equal to the total. Why is that?

Thanks,
Craig
Craig_S
Posted : Tuesday, January 9, 2007 6:55:45 AM


Worden Trainer

Joined: 10/1/2004
Posts: 18,819
No way of knowing. I've never seen this. If it happens again, save the BackScan and send it to support@worden.com to my attention. I will look at it for you.

- Craig
Here to Help!
Craig_S
Posted : Tuesday, January 9, 2007 10:31:22 AM


Worden Trainer

Joined: 10/1/2004
Posts: 18,819
I got your BackScan. It finds 24 total trades. Under Performance and Summary there are 15 winners and 9 losers (24 total).

Where are you seeing things not equaling 24 trades?

- Craig
Here to Help!
hicraig3
Posted : Thursday, January 11, 2007 8:09:13 AM
Registered User
Joined: 12/27/2005
Posts: 83
Hi,

I thought bscn file would save the settings that I used. Hopefully you're getting the same export file. I just ran this a few minutes ago. I only get daily bars.

Try this:
Watch List is the NASDAQ 100.
Backtest is 5 years
Backscan is Bband X 2dev.bscan though I'm getting this on almost all the backscans that have more than single digits for number of trades.

Here's the export csv file by symbol: I only included the trade answers. I hid the other columns, copied to MS Word converted to text. I added a column for Correct Answer and for delta. All should be delta 0 and only one is and it has single digit win & loss.

Symbol Num Win Num Lose Num Correct
Trades Trades Trades Answer Delta
SHLD 16 4 25 20 5
AMZN 18 15 47 33 14
WYNN 11 8 27 19 8
CMVT 21 12 41 33 8
LBTYA 13 7 23 20 3
CMCSA 19 18 53 37 16
LINTA 6 1 7 7 0
CHKP 15 16 43 31 12
AKAM 18 9 35 27 8
XMSR 19 12 41 31 10
CDWC 19 19 53 38 15
BRCM 16 12 41 28 13
SEPR 27 13 51 40 11
BMET 22 13 51 35 16
BBBY 18 14 49 32 17
VRSN 13 9 31 22 9
GRMN 23 12 47 35 12
APOL 21 15 49 36 13
APCC 20 8 35 28 7
MNST 19 13 43 32 11
AMGN 23 24 69 47 22

Let me know what you get.

Thanks,
Craig
hicraig3
Posted : Thursday, January 11, 2007 8:16:36 AM
Registered User
Joined: 12/27/2005
Posts: 83
I tried to make it formatted, but when I did a preview, it removed the formatting. Sorry for it looking so strange.

LINTA is the only ticker where the trades added up.

Craig.
hicraig3
Posted : Thursday, January 11, 2007 8:54:43 AM
Registered User
Joined: 12/27/2005
Posts: 83
I thought the single digit thing was a clue as to the differences. But it's not. Just got a backscan with single digits that don't add to the total.

Craig.
hicraig3
Posted : Monday, January 15, 2007 10:16:35 AM
Registered User
Joined: 12/27/2005
Posts: 83
Hi,

I was wondering if you'd found the problem or been able to duplicate the problem. Can you post a response and let me know, please?

At this point, my BackScanning activities are on hold until I know what's going on with the wins / losses counts.

I did send an e-mail also and haven't gotten any information back yet. Which is really strange because normally the response is same day or next day response on questions.

Thanks,
Craig.
StockGuy
Posted : Monday, January 15, 2007 10:28:51 AM

Administration

Joined: 9/30/2004
Posts: 9,187
For any symbols that don't add up, check the Sym Trades tab. You should find some 0% trades in there to make up the balance.
Bruce_L
Posted : Monday, January 15, 2007 10:47:18 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
hicraig3,
I got a copy of the BackScan you sent to Craig from E-Support. When I export the BackScan report to Excel, it seems to be missing the Sell Short Losing Trades in just the Num Lose Trades column. The numbers do not add up because they do appear to be included in the Num Trades column.

I will report this issue to development.

-Bruce
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hicraig3
Posted : Monday, January 15, 2007 11:23:54 PM
Registered User
Joined: 12/27/2005
Posts: 83
Thanks for the tip Stock Guy. I didn't find anything that looks like that.

Bruce thanks for checking it out. I ran the NASDAQ 100 for 5 years on the backscan set. I picked SHLD out of the mix (it was at the top of the export list). I set up some columns for Long Win, Long Lose, Short Win, Short Lose. I verified what you said using SHLD Bruce and it does look like the short loses aren't in Lose Num Trades field on the summary sheet.

When you talk to support, can you find out what is impacted by that being incorrect? I've been doing some analysis and I'd like to know what I have to repeat. Which of these fields are wrong?

Ann%/Trade - ?
Win% - probably not
Gain/Loss Ratio - probably
Num Trades Win - probably not
Num Trades Lose - yes
Total # Trades -
Avg Return win -
Avg Return lose -
Avg Return Total -
Avg Win Length -
Avg Lose Length -
Avg Total Length -

When will the problem be fixed?

Thanks,
Craig.
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