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Hi,
I've got the standard edition of Amibroker 4.60.
Sorry if this is a silly question, but I've been running the
portfolio backtest on a group of stocks and the backtest program only
seems to be executing consecutive single trades in one stock at a
time. I.e., It doesn't hold multiple stock positions at any point,
only single positions. I have set the total number of positions to
10 in the settings tab. I have also backtested the stocks
individually and found that optimally there should be multiple
positions open and any one time.
I've also noticed a similar backtesting problem with the Long and
Shorts selection in the settings tab. E.g., if I get a 20% return
when running a backtest - long only, and I get a 15% return running
the backtest short only, the it will give out a much worse than 35%
return when run to include both long and shorts in the same backtest
run. This is for a single stock where the script will only be long
or short at any one time and cannot be simultaneously long and short.
Thanks for any help and if this is the wrong forum for these
questions can you point me in the right direction?
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