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you could try this
SetBacktestMode( backtestRegularRawMulti );
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
On 27/01/2008, ChrisB <kris45mar@xxxxxxxxxxxx> wrote:
> Hi.
>
> Backtesting GBPJPY hourly.
>
> I have Long and Short signals, which I wish to trade simultaneously,
> (which can be done on the same account without Shorts closing any open
> Longs and vice versa.)
>
> With Settings : Long only, this returns 40 trades for the year.
> With Settings: Short only, this returns 56 trades for the year.
>
> However with Settings: Long and Short, AB returns only 81 trades.
> There are 15 trades not taken.( 1 Short and 14 Longs)
>
> Looking at the plotshapes and tradelists it seems Longs that should have
> been taken were not, because of existing open Shorts.
>
> How can I fix this?
>
> I have
> 1. Applystops re-entry delay set to 0 (zero)
> 2. I have SetOptions("ReverseSignalForcesExit",False);
> 3. SetTradeDelays(0,0,0,0); with Buy = Ref(MyBuySignal, -1);
> 4. There are enough funds: 100 000 USD with single lots (margin of 10000)
> 5. Futures mode, ticksize, pointvalue, margindeposit, and Roundlotsize
> correctly set for Fx.
> 6. Equity(1) correctly placed after Buy Sell Short Cover, Applystops
> and before Plotshapes.
> 7. No immediately preceding redundant signals.
>
> What other settings should I be looking at?
>
> Regards
>
> ChrisB
>
> --
> Regards
>
> ChrisB
>
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