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Tomasz,
Thank you for BOTH the corrected chart AND the further clarification
on how 'competing ties' are resolved. Much appreciated!! (;->)
Buzz
---------
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> Corrected chart follows. Also downloadable from
http://www.amibroker.com/gifs/bt_regular.gif
>
>
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Tomasz Janeczko" <amibroker@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, June 25, 2004 7:08 PM
> Subject: Re: [amibroker] Tomasz: Please check 'Phase 2' chart
regarding trades in regular backtest mode
>
>
> > 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
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
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