It should, the Portfolio Equity is calculated from data obtained in a sequence of individual Backtests. Actually the Equity(1) is always executed in the Backtester to remove redundant signals. In your case you use is to clean up the signals, it doesn't have any effect on your Backtests.
h
Tuesday, April 24, 2007, 11:08:54 AM, you wrote:
> Thansks for your prompt answer.
> With your answer it came up another question.
>
> Since the equity function is only valid for single symbol and not
> portfolio, does your suggestion work if I'm in Portfolio backtesting mode?
> thanks again
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