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Thanks Mike - adjusting position size does affects what's displayed
in detailed log by limiting to twice times maximum positions allowed.
Best Regards,
Dean H.
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Not sure if this is the cause of what you are seeing. But...
>
> For performance reasons, AmiBroker does not operate on all signals in a backtest. Instead, the number of signals is limited to twice the maximum number of allowable positions, starting with the highest ranking, based on PositionScore, and working its way down. See comment from Tomasz here http://www.amibroker.com/kb/2006/04/24/using-redundant-signals-for-entries/
>
> In other words, if your strategy is only capable of taking 3 positions, then AmiBroker will work against the top 6 signals, ignoring any others.
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "spikeweasil" <deanhodgins@> wrote:
> >
> > Report option available in Backtester settings includes a detailed log. It appears to me that when multiple signals are generated the detailed log "truncates" the number of log entries to a maximum number of 6. I've reviewed as many relevant posts and help files I can find but not able to see how complete list is made available. Can't see any settings that would affect.
> >
> > All works fine but not sure why detailed log limits display to 6 entries when 15 should be showing up.
> >
> >
> > Thanx for any help,
> >
> > best
> >
> > Dean H
> >
>
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