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I've done further investigation and found that when I do Portfolio
Backtest, the backtester just picks one stock among several signals.
When I do Individual Backtest, it picks all the signals that are
generated, yet I can't see how my portfolio progresses...
So I'm still looking for a scheme such that it enters on all signals
for the day AND progresses my portfolio.
--- In amibroker@xxxxxxxxxxxxxxx, "intermilan04" <intermilan04@xxxx>
wrote:
>
> Hi all,
>
> I've been encountering situations where the following occurs;
>
> - When I "scan" for signals on a particular day, I get, say, 2 signals.
> - When I "backtest" for that day, the backtester only takes position
> in one of them, leaving the other signal left unused.
>
> I have the following at the beginning of my code as Options:
>
> SetOption("InitialEquity", 30000);
> SetOption("AllowSameBarExit", True);
> SetOption("ActivateStopsImmediately", True);
> SetOption("MaxOpenPositions", 4);
> SetOption("CommissionMode", 2);
> SetOption("CommissionAmount", 7);
> SetTradeDelays(0, 0, 0, 0);
>
> My main concern is that the backtester may be picking the best signal
> for the day...because in that case, it will really throw my system off
> in the long run (My system will look much better than the real life
> and I don't want that for an obvious reason).
>
> Any insight regarding this issue is appreciated.
>
> Regards,
>
> intermilan04
>
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