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[amibroker] Re: How do I backtest placing a restricted number of limit orders each night?



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Mike, I came across your code recently and appreciate the effort to try 
to solve the "limit order" problem that Tomasz et al. do not seem to 
understand. 

I've implemented your code and have begun to test with my model and I'm 
struggling to reconcile the results from explorations to the backtest 
results - in particular position scores outside of the top 10 during an 
exploration that show up in the backtest. 

Any insight would be greatly appreciated.

Thanks, Matt




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