[amibroker] Order of entry/exit signals in portfolio backtest

["Steve Davis" <_sdavis@xxxxxxxxx>]

While experimenting, I noticed the entry signals preceed the
exit signals in the portfolio backtest signal list. If I use this
assumption I can improve the speed of my custom backtest routine. My
question is whether this is always a valid assumption. Can I depend on
the entries preceeding the exits? If so, I can count entry signals
like this:

entryCount = 0;
for (sig = bo.GetFirstSignal(bar); sig && sig.IsEntry();
sig.GetNextSignal(bar))
  entryCount++;

Thanks,
Steve




------------------------------------

**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com
*********************

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html

*********************************
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/