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Re: [spam] [amibroker] Facts about Portfolio backtester



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Steve,

I think that I have explained it in the Read Me file that comes with the beta already.
There is only one reason:  if you want _constantly_ _rotate_ top-N securities based on _score_ _alone_ and do not want to use
buy/sell/short/cover signals at all.

Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message ----- 
From: "Steve Almond" <steve2@xxxxxxxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, October 05, 2003 10:09 PM
Subject: Re: [spam] [amibroker] Facts about Portfolio backtester


> 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
> >
> >
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> >
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> >
> >
> >
> >
>
>
>
> 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
>
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>
>


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Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
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