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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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