[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] A Portfolio Backtester challenge


  • Date: Fri, 25 Dec 2009 12:10:07 -0500
  • From: Herman <psytek@xxxxxxxx>
  • Subject: [amibroker] A Portfolio Backtester challenge

PureBytes Links

Trading Reference Links

My portfolio trading system (1-min data) generates multiple signals 
during the first few minutes of the day, i.e., between 9:30-9:35. I want 
to open new positions all at the same time, at 9:35 AM, i.e., delay all 
entries until 9:35AM, so that I can use Real-Time Position Scoring. And, 
this is the challenge, I do not want to trade any days with less than 5 
signals.

How do I make the Portfolio Backtester only trade days with at least 5 
signals and skip days which have less than 5 signals during the first 5 
minutes?

I am looking for a simple, non-CBT, solution. TIA for any ideas you may 
have!

herman








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

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

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

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

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

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:
    amibroker-digest@xxxxxxxxxxxxxxx 
    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/