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Tomasz,
In the 'Phase 2' chart, why was the AMGN 'Buy(2)' trade skipped in
column 10 when only LVLT was entered at column 10 and there were NO
OTHER 'OPEN' or (higher-priority) 'entered' trades in that column?
Shouldn't AMGN been entered (and 'opened') at that time? If so, that
would have caused the MSFT trade entered in column 12 to be skipped,
and likewise, the CSCO trade entry in column 14 would also have been
skipped. Have I misinterpreted something here, or is there an error
in the chart?
Also, what is done in the case of position-score 'ties' when there
are more 'open positions' remaining to get to the 'maxopenposition'
limit AND the position scores of potential candidates to 'fill' those
open positions are all equal? Using my commentary in the first
paragraph, say in column 10, what if there were another stock (say,
XYZ) in addition to AMGN that had a position score of 2 (i.e., 'Buy
(2)'). LVLT clearly gets opened, but which of the set {AMGN,XYZ}
would 'open' to fill the remaining available single opening to
reach 'maxopenpositions' in this case?
Thanks for further clarification .....
Buzz
---------------
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
>
> 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:
> 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.
>
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
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