Re: [amibroker] How raw signals are converted to trades and how then trades are picked based on score in regular backtest mode

["john gibb" <jgibb1@xxxxxxxxxxxxx>]

Hi TJ,Thanks for taking the time to illustrate this process. 
 
Questions: 
 
    1) May I assume you are using a trade Delay of 1?
 
    2) May I assume you are using a trade price of 
Close?
 
    3) Other than MaxOpenPositions, does this assume any 
other SetOption setting?
 
thanks,    -johnPS: Yahoo did NOT deformat 
your post for me, using Outlook Express...

<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Tomasz Janeczko 
  
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Monday, June 21, 2004 9:32 AM
  Subject: [amibroker] How raw signals are 
  converted to trades and how then trades are picked based on score in regular 
  backtest mode
  
    
  <FONT face=Arial 
size=2>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="gif00124.gif" 
  align=baseline border=0>
  Best regards,Tomasz 
  Janeczkoamibroker.com


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