[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Low level backtest for rotational mode



PureBytes Links

Trading Reference Links

Hello,

Yes it does and there is special type of signal : rank signal, 
it has Type = 0.
http://www.amibroker.com/guide/a_custombacktest.html

PositionScore > 0 means long
PositionScore < 0 means short
PositionScore == 0 means exit

Best regards,
Tomasz Janeczko
amibroker.com
  ----- Original Message ----- 
  From: Mark H 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Thursday, July 27, 2006 10:53 PM
  Subject: [amibroker] Low level backtest for rotational mode


  Tomasz:

  In the low level backtesting, does it support rotational mode? If so, what are in the signal array and what type are the signals (Entry?Exit?Long?Scale?))?

  Thanks,

  - Mark