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Hello,
1. No. Trade delay was ZERO in the example, but it
does not really matter too much. Delay = 1 just shifts everything by one
bar
2. Trade price is irrelevant for this example (the
point was to show that entire trades are picked or skipped)
3. Most options are irrelevant as far as only
process of picking trades is considered.
Best
regards,Tomasz Janeczkoamibroker.com
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----- Original Message -----
<DIV
>From:
john gibb
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, June 21, 2004 9:06 PM
Subject: Re: [amibroker] How raw signals
are converted to trades and how then trades are picked based on score in
regular backtest mode
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...
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