----- Original Message -----
Sent: Monday, April 24, 2006 12:53
PM
Subject: Re: [amibroker] Why portfolio
backtester does not consider all buy signals?
"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 -----
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