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<FONT face=Arial
color=#0000ff size=2>You'd do better to send this to <A
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it.
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From: buzzmr [mailto:buzzmr@xxxxxxxx]
Sent: Friday, June 25, 2004 7:33 AMTo:
amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Tomasz: Please check
'Phase 2' chart regarding trades in regular backtest mode
Tomasz,It seems that my post requesting clarification
of the following has possibly not been received, so I'm
resubmitting. Please re-check the 'Phase 2' chart --- I think there
is an error. Please also note that I posed an additional
clarification question following this paragraph:1) In the
'Phase 2' chart, why was the AMGN 'Buy(2)' trade skipped incolumn 10 when
only LVLT was entered at column 10 and there were NOOTHER 'OPEN' or
(higher-priority) 'entered' trades in that column?Shouldn't AMGN be
entered (and 'opened') at that time? If so, thatwould have caused the MSFT
trade entered in column 12 to be skipped,and likewise, the CSCO trade
entry in column 14 would also have beenskipped. Have I misinterpreted
something here, or is there an errorin the chart?2) Also,
how are EQUAL position-score 'ties' resolved, and what is actually done,
when additional 'open-position' slots remain to 'fill' the
'MaxOpenPosition' limit ..AND.. the NUMBER of potential candidates (each
having an EQUAL position score that qualifies to 'fill' a remaining
'slot') EXCEEDS the remaining number of slots to be filled?
For example, using my commentary in the preceding paragraph #1), say in
column 10, assume there were another stock (say, XYZ) in addition to AMGN
that had a position score of 2 (i.e., 'Buy (2)'). LVLT clearly gets
'bought' to fill the first slot, but which of the set (of EQUAL position
scores): {AMGN,XYZ} would be 'bought' to fill the remaining second 'open
position' slot available to reach 'MaxOpenPositions' in this case?
How does the AB logic 'resolve' these kinds of competing 'ties' in the the
backtester?Thanks for your assistance on these issues
.....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:> > <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.> > >
> > > > > Best regards,> > Tomasz
Janeczko> > amibroker.comCheck AmiBroker
web page at:<A
href="">http://www.amibroker.com/Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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