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Steve,
None of my arguments/discussion points were meant to be an attack so PLEASE don't take them that way ... Regardless of what any particular system returns or doesn't I would want to see results in the way I have stated that I prefer for exactly the reasons I have stated.
All / Any,
On another front in response to and a question for those who do baskets of stocks/portfolio trading the attached picture represents the issue that I noticed the other day which is that it appears that AB does NOT limit the total percentage of capital invested to 100% when the possibility of simultaneous trades is in play.
Notice in the attached picture that InitialEquity is set to 10000 and that PositionSize is set to 2500 but that in the first trades that AB opens up it allows 10 positions to be opened at 2500 each for a total of 25000 even with AllowPositionSizeShrinking checked !!! Did I miss something here ? If not I would think this issue would be of paramount importance to those testing/trading baskets/portfolios of stocks.
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AB-PosSize.png
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