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Hello,
At the end of backtest all open positions are CLOSED
automatically, one reason.
Second reason is that you have have active STOPS in the
settings that generate
exits anyway.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Sunday, May 11, 2008 1:45 AM
Subject: [amibroker] Re: Greybeard Topic
- Sorting and Ranking Arrays
Tomasz,
Thanks much for your extra commentary.
Re:
> What do you mean with "signal lines are present"?
>
Where? In the code?
What I meant was that in these output
lines:
Date :
1/9/2007
AA,3,-67.0314
AA,1,67.0314
...
AA,2,{EMPTY}
AA,4,{EMPTY}
in
the last two lines shown, we see signal type 2 and 4 (sell and cover), in
addition to 1 and 3 (buy and short, in prior lines).
(This is per the
Porfolio Backtester Interface Reference Guide discussion of the Signal
object:
type ( 0 - rank (rotational systems only), 1 - buy, 2 -
sell, 3 - short, 4 - cover, 5 - scale-in, 6 - scale-out ) )
I didn't
understand why Signal objects with sell and cover properties were being
reported in the output at all, since Sell and Cover are set to 0.
IOW, I wouldn't think Signal objects with sell and cover properties
would exist at all under the circumstances.
That's a fine point I'd
like to get clear on, if possible.
Thanks again.
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