[amibroker] Mid-level backtester interface and "redundant" signal entries?

["whitneybroach" <WhitneyBroach@xxxxxxxxx>]

Is the mid-level, or low-level, backtester interface the least complex
required to open trades for redundant entry signals?

Let's assume that the entry vector's True values are converted to
sigScaleIn values prior to the custom backtest interface being enabled.

Let's also assume trade exits are based on profit in trade and number
of bars in trade.

I'm guessing low-level is required, but would prefer mid-level for
less code if feasible.



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