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[amibroker] Re: Backtesting



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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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