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  • Subject: [amibroker] How raw signals are converted to trades and how then trades are picked based on score in regular backtest mode
  • From: "Tomasz Janeczko" <amibroker@xxxxxx>
  • Date: Mon, 21 Jun 2004 09:33:10 -0700

PureBytes Links

Trading Reference Links




 
Hello,
 
Since previous post has been deformatted by YahooGroups, I have prepared a 
gif that shows the same and it is included now
so formatting should be correct no matter what.
The picture is also available on AmiBroker web site:
<A 
href="">http://www.amibroker.com/gifs/bt_regular.gif
 
 
The following table shows how raw signals are 
converted to potential trades and how those potential trades are choosen 
according to
highest positionscore in regular portfolio 
backtest.
 
Note:
1. numbers in parentheses mean the position score 
at entry signal
2. the table assumes "max open positions" = 
2
3. trade is picked or skipped (according to score). 
skipped trades are marked in grey color. Only trades that are left colorized are 
actually taken.
 
I hope this table explains everything.
 
<IMG alt="" hspace=0 src="gif00123.gif" 
align=baseline border=0>
Best regards,Tomasz 
Janeczkoamibroker.com


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