[amibroker] Re: Backtester not taking positions on all signals

["intermilan04" <intermilan04@xxxxxxxxx>]

Hi Graham,

Thank you very much for your thorough explanation on this issue.
Much appreciated.

Regards,

intermilan04

--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>
> 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@xxxx> 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
> > >
>






------------------------ Yahoo! Groups Sponsor --------------------~--> 
Try Online Currency Trading with GFT. Free 50K Demo. Trade 
24 Hours. Commission-Free. 
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html

 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/