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[amibroker] display of entry/ exits


  • To: <amibroker@xxxxxxxxxxxxxxx>
  • Subject: Re: [amibroker] Tomasz: Please check 'Phase 2' chart regarding trades in regular backtest mode
  • From: "Tomasz Janeczko" <amibroker@xxxxxx>
  • Date: Fri, 25 Jun 2004 10:09:25 -0700

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Hello,

>  
> 1)  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 be 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?

You are correct. There is an error in the chart here. I will post fixed version soon.


> 
> 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?   
If positionscore is equal then trade with bigger positionSIZE is choosen.
If both positionscore AND positionSIZE is the same then
alphabetical order is used.


Best regards,
Tomasz Janeczko
amibroker.com


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