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RE: [amibroker] Re: Backtesting



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Isn't 
that what I said?  If I didn't I meant to..
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  <FONT 
  face=Tahoma size=2>-----Original Message-----From: Jayson 
  [mailto:jcasavant@xxxxxxxxxxxx] Sent: Thursday, April 17, 2003 
  12:08 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: 
  [amibroker] Re: Backtesting
  <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 face=Arial color=#0000ff 
  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.
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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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