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<SPAN
class=749451815-17112003>thanks, that should be fine; hope you saw my followup
msg.
<SPAN
class=749451815-17112003>
<SPAN
class=749451815-17112003>am I right about the lowest sell value that can be used
as a custom exits? where can I find the docs on this?
<SPAN
class=749451815-17112003>
<SPAN
class=749451815-17112003>dave
<BLOCKQUOTE
>
Yes 'reason of exit' field is limited to 127. It is
stored using 7 bits. Such compactness is required because
portfolio backtester now tracks all exit signals (feature
requested by you, btw). Exit signal
is a structure of
1 bit Long/short flag
7 bits reason for exit
24 bits index to symbol array
32 bit (float) exit price.
Total: 64 bits, i.e. 8 bytes.
Even with such compact structure, when backtesting portfolio
of 10000 and trading every second day
for 10 years (2600 bars) you need 8 * ( 10000 * 2600 / 2 ) =
104MB for exit signals alone.
Best regards,Tomasz
Janeczkoamibroker.com
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