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Re: [amibroker] Why portfolio backtester does not consider all buy signals?



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"Who has studied this?"
 
I have studied this and these are results of hundreds of my own tests of various systems I have done in the past.
 
But I can agree that you may have different opinions/experiences and you may want to test redunant signals.
And this is perfectly doable as I have shown using either rotational trading (for some cases) and/or
custom backtest procedure (for all remaining cases). I even wrote sample formula for you.
See this post:
 
(I have reposted this sample to the knowledge base know for your convenience):
 
Also as suggested, I may consider adding an "easy" switch in some future releases.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: emp62
Sent: Monday, April 24, 2006 8:11 AM
Subject: Re: [amibroker] Why portfolio backtester does not consider all buy signals?

> There are other reasons such as the fact that practice shows that delayed signals are very often very poor performer so it is better to skip trade instead of entering it too late.
> This may be true to many systems. But certainly not all of them. My most profitable system happens to do better with later signals. It buys dips and later signals are
> more likely to > bounce back. IMO, a backtest software should be neutral to trading systems (i.e. not to prefer a particular  kind of practice)
 
Who says delayed signals are poor performers.  Who has studied this?  I am certain that redundant signals can be used succesfully in portfolio type systems.  So my request is again to get a simple example of how to do this on a portfolio level. There are examples on a single symbol level but on a portfolio level is what is interesting.
 
rgds, Ed


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