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If you do not specify positionsize then each trade will use 100% of
equity. Therefpr in portfolio bcktst you can only have one position
open at a time as this use all equity available
you can control positiozise with positionsize
and you can control which trades get taken in preference for when you
cannot open all signals with PositionScore
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 12/7/05, intermilan04 <intermilan04@xxxxxxxxx> wrote:
> 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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