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Hello,
Somehow everyone seem to be trying to use only ranking mode of portfolio backtester,
but I want to stress out that there is a regular mode that should be used
in ALL cases with the only exception of fund-switching and similar systems.
I wrote in the docs there are two modes of portfolio backtester: regular and ranking.
Regular should be used when you have buy/sell/short/cover
fields, ranking mode should be used for ranking based systems.
Attempts to reproduce results obtained with old backtester will succeed
only when using REGULAR mode of portfolio backtester.
===================================
Ranking mode is fundamentally different and should not be used
if you want to backtest your old formulas on entire portfolio.
Regular mode of porfolio backtester does handle the delays separately
for buy/sell/short/cover.
Rank mode does NOT (since it is driven by single variable and there
is no delay setting for 'position rank')
The same applies to trade price settings. Regular mode allows to control
exit/entry of long/short prices separately. Ranking mode does not allow that.
In the future versions there will be separate setting for delay and price field in
ranking mode to avoid such confusion.
To summarise: unless you want to implement fund-switching type of the system
you should use regular mode (which is not only simpler to use but also
allows to reproduce trades generated by old backtester)
Best regards,
Tomasz Janeczko
amibroker.com
Best regards,
Tomasz Janeczko
amibroker.com
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