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Hi Craig --
You can have 100 issues in a watchlist and run a rotational trading system using it.
My experience is that rotation works best when the number of issues in the watchlist that are eligible for rotation is ten or fewer. If you are working with 100, you might want to create several systems and have each work with a different watchlist.
To solve the problem you are having, try creating a watchlist with just a few issues, then see if you are still getting entry and exit on the same bar. If so, look at AA's settings to see if everything makes sense.
Thanks,
Howard
On Wed, Aug 26, 2009 at 3:09 PM, craigbroadbear <craig@xxxxxxxxxxxx> wrote:
Problem is with too many symbols in backtest (e.g. 100) then each trade is in and out at the same time with zero profit.
Can anyone shed some light on this?
What is the maximum limit?
Craig
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