|
PureBytes Links
Trading Reference Links
|
Tomasz,
Maybe you are banging the wrong side of the drum. Perhaps you should explain
the (few) reasons why anyone should use the 'rotational mode' of the
portfolio tester.
Steve (who DOES want to rotate stocks within a market timing buy period)
----- Original Message -----
From: "Tomasz Janeczko" <amibroker@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, October 05, 2003 19:31
Subject: [spam] [amibroker] Facts about Portfolio backtester
> Hello,
>
> Facts about regular mode of Portfolio Backtester:
>
> - REGULAR mode works on PORFOLIO level.
> - REGULAR mode allows ranking
> - REGULAR mode works with buy/sell/short/cover signals and provides
per-symbol, independent control of entry/exit
> - REGULAR mode has trade delays IMPLEMENTED already
> - REGULAR mode allows to control buy/sell/short/cover prices individually
> - REGULAR mode has all STOPS implemented (ApplyStop works)
> - REGULAR mode allows to implement all strategies on PORTFOLIO level
> - the only thing missing in REGULAR mode is support for trading futures
and interest earnings calcs
>
> So you should use REGULAR mode.
>
> So REMOVE EnableRotationalTrading() function from your formulas
> to use REGULAR PORTFOLIO backtester.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
>
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|