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Hello,
> Is it possible to have Regular Mode Portfolio Backtester sometimes
> ignore cash constraint and take all trades?
No, not possible. By the way how would I be able to calculate any profit/loss
and other stats (like exposure)?
You may however set "margin requirement" in the settings to 10 for example
and your buying power will be 10x your cash.
> I like to test both ways, once without cash constraints and once with
> cash constraints because I believe some statistics about the quality
> of the signals get biased if one misses trades (such as the %Win) --
> on the other hand cash constraints are also nice because they allow
> to test money management.
You may use old backtester (click "Backtest" instead of "Port. backtest").
This will take all trades, and summary report will show summed up %Wins, etc.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "noidnopwd" <iong@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, October 05, 2003 8:42 PM
Subject: [amibroker] Re: Facts about Portfolio backtester
> Ion.
>
>
>
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