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Hi,
A quick question if I may. I'm trying to test a system that may go long AND
short on the same day and hold until close. Specifically, I enter on a
break of the high (long) or low (short) of the previous day. An outside day
will obviously trigger both of these criteria.
Backtesting by default is only picking one of the trades. Is there a
"simple" way to backtest this using the AB Backtester (including the old
one) or do I have to go into custom backtest code? I understand that I
could also export a scan or exploration.
Thanks,
Mark
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