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Hello,
A few more questions:
1.
There are too many "Invalid Date Time" although the same date-times
are correctly interpreted and displayed by other software.
Also the time displayed is very often incorrect. For example
Correct Indicated by AB
11:54 11:54:00
11:55 11:55:00
11:56 11:56:55 (=almost 11:57)
11:57 Invalid Date Time
11:58 Invalid Date Time
2.
Entry/Exit arrows associated with "Invalid Date Time" bars do not
appear
and at those bars the system seems to enter or exit at prices
different than
the ones the system is based on. For example, instead of exiting at
CoverPrice it exits at close (when no stops are incorporated).
3.
Possibly due to the above (?) the results of some systems back tests
are
significantly different than the results returned by other programs.
4.
How can I control the degree of positions overlapping? For example
suppose I want to be able to Buy if no other long positions are open
but to be able to Short under all circumstances. How do I do the job?
I haven't found any pre-defined Boolean functions
like "PositionIsLong","PositionActive" or anything like that. Do I
have to write my one code?
5.
Is there a way to get the maximum excursion (MAE, MFE) for each trade?
6.
Are there any automatic symbols for stops (stop-loss, profit target
etc)? I haven't seen any. Instead, the corresponding entry/exit arrow
is used and the results of the Auto Analysis describe the reason.
4.
Is there an analytical system-testing guide available?
Your help would be much appreciated
Thanks
Spyros
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