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<SPAN
class=768130516-17042003>d,
AB
does not deem one more important than the other, it only looks at the FIRST
signal then ignores additional signals until the exit signal has
occurred
Jayson
<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
<FONT color=#0000ff face=Arial
size=2>
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.
<FONT color=#0000ff face=Arial
size=2>
<FONT color=#0000ff face=Arial
size=2>d
<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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