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I, too, am interested in responses to these questions. I am trying to read
everything I can find on the custom backtester (Help file has a bunch and
the UKB has an excellent and long entry....both maybe will get me going on
this tool. But I am initially not interested in the "trading" aspects of
the backtester (which is of course its main purpose) but rather the sorting
and ranking and multipass features it has for some complex explorations, as
described in other messages in this thread. I am still unclear whether the
custom backtester can be used in this way or not.
Ken
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of progster01
Sent: Saturday, May 10, 2008 6:45 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Greybeard Topic - Sorting and Ranking Arrays
Experimenting with the code given above in this thread, I changed the output
to include the signal type, and altered the signal setup like so (these are
the altered lines only):
// experiment - produces 4 signals per symbol (types 1,2,3,4) // Short
signal (type3) has PosScore negative of Long signal (type1) Buy=1; Sell=0;
Short = 1; Cover = 0; SetBacktestMode( backtestRegularRawMulti );
Line = sig.Symbol + "," + sig.Type + "," + sig.PosScore + "\n";
The output produced was like this:
Date : 1/9/2007
AA,3,-67.0314
AA,1,67.0314
...
AA,2,{EMPTY}
AA,4,{EMPTY}
etc. for other dates and symbols.
In the interest of understanding the custom backtest processing better, I
have several questions.
1. Sig.PosScore is reported with opposite sign for Buy and Short signals,
but there is only one formula in the code for PositionScore.
What is the explanation for this behavior, and is it documented anywhere?
2. Since Sell and Cover are set to 0, why are Sell and Cover signal lines
present?
3. Why does sig.PosScore come up empty for Sell and Cover signals?
Thanks to anyone who's got the experience with this to provide comments ...
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