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It's first in first out ...
--- In amibroker@xxxxxxxxxxxxxxx, "Tony/Dianne" <awenos@xxxx> wrote:
> dingo,
>
> Thank you for your prompt reply.
>
> I feared that was the case from reading the documentation. It
appears that some buy signals
> are deemed more important than others. I guess I must trust that,
over the long haul, the
> reported trades will adequately represent the missing ones also. I
don't have to like it; but,
> I'll deal with it.
>
> Regards,
>
> Tony
>
> No you won't see that. It only takes one position and while in that
position ignores any successive entry signal until it exits that
position.
>
> d
> -----Original Message-----
> From: Tony/Dianne [mailto:awenos@x...]
> Sent: Thursday, April 17, 2003 11:11 AM
> To: Amibroker Group
> Subject: [amibroker] Backtesting
>
>
> 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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