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Just be aware that if you have code that causes multiple signals,
they will ALL be taken.
For example;
Given a price history of 4, 5, 6, 5, 6, ... and a rule like
Buy = C > Ref(C, -1);
You will get a buy at the first 5, AND both 6, resulting in 3
simultaneous long positions, unless you have a sell in there to sell
before the other buys are filled.
Basically, any inequality operation can cause many many signals (e.g.
>, >=, <, <=) as could many of the functions like Flip, etc.
Single event functions like Cross will not be a problem. Otherwise,
pay very close attention to your code. You may need to cancel out a
whole lot of unintended signals!
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@xxx> wrote:
>
> Hey Mike, thanks again. Your link pointed me to the right direction.
> It was easy. If anyone is as crazy as me to bother with hedges, just
> use this:
>
> // signal-based backtest, redundant (raw) signals are NOT removed,
> // MULTIPLE positions per symbol will be open if BUY/SHORT signal is
> //"true" for more than one bar and there are free funds
> // Sell/Cover exit all open positions on given symbol, Scale-In/Out
> work on all open positions of given symbol at once.
>
> SetBacktestMode( backtestRegularRawMulti );
>
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