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Its
all a matter of "first come first serve".
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This
probably will change sometime in the future when TJ implements "portfolio
trading". Hopefully he will include multiple positions per symbol which
would then give you the opportunity to really get complicated in your testing.
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<FONT
face=Tahoma size=2>-----Original Message-----From: Tony/Dianne
[mailto:awenos@xxxxxxxxx] Sent: Thursday, April 17, 2003 12:00
PMTo: Amibroker GroupSubject: [amibroker] Re:
Backtesting
<FONT face=Arial
size=2>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
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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.
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<FONT
face=Tahoma size=2>-----Original Message-----From: Tony/Dianne
[mailto:awenos@xxxxxxxxx] Sent: Thursday, April 17, 2003 11:11
AMTo: Amibroker GroupSubject: [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,
TonySend
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