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Hello,
I have a question on the backtest function.
Suppose we are testing stock XXX.
Our trading rules are:
Buy =
condition1
Sell =
condition2
On 10/1/02, XXX meets condition1, establishing Position
A
On 11/1/02, XXX meets condition1, establishing Position
B
On 12/1/02, XXX meets condition2, at the price of
P.
On 12/1/02, are two trades, A & B, shown on the
backtest report, both
closed out at price P?
In a number of tests, I have yet to see this
occur.
Regards,
Tony
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