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[amibroker] Re: backtest criteria



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For some reason, my post didn't hit the list for 3 days, so I went to
Support@xxxxxxxxxxxxx and received a quick and great response.   For
those also wondering about the answers, here is what I received:

1) Is sell triggered by 'buy'  signal from another stock when using 'all
symbols'?  Sell or stop triggered for the symbol you have position in
will be the exit  trigger, so if you get an entry signal in another
stock - it will be ignored  till you have funds or when your position
limit allows to enter another  position - see the picture at:
http://www.amibroker.com/gifs/bt_regular.gif
<http://www.amibroker.com/gifs/bt_regular.gif>

2) How to control which stock is bought when multiple signals are given?
That can be controlled by means of PositionScore - see: 
http://www.amibroker.com/guide/h_portfolio.html
<http://www.amibroker.com/guide/h_portfolio.html>


If PositionScore is not defined or it has the same value for two or more
symbols:
1. transaction of greater positionSize (in $) are preferred, then
2. alphabetical order
3. Long trades rather than short trades, if both occur at the same time
for  the same stock.

Phil Stitzer

--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> If you do not specify a position size then 100% of equity is used per
trade
> Here are some of the simpler ones
>
> Positionsize = -10; //10% equity
> Positionsize = 5000; // $5000 per trade
>
>>
> On 28/11/06, phlsti pstitzer@xxx wrote:
> >
> > Hi all,
> >
> > I just purchased the software and am backtesting some of the
published
> > ideas.  I was using a simple 45ema cross program on a portfolio of
70
> > stocks that entered and exited the day after the signal on close was
> > given. As I go back through the individual trades, the following 2
> > items are not clear to me.
> >
> > 1.  Once in a trade (no multiple positions; all of account in one
> > stock), is the trade terminated when another stock gets a buy signal
> > or  only when the sell condition for the current position is
reached?
> >
> > 2.  Once a stock position is exited, if more than one stock has a
buy
> > signal, what determines which stock gets the go ahead for the next
trade?
> >
> > I might have just missed this info in the documentation, so will
just
> > look harder if that's the answer.  Thanks for your help,
> >
> > Phil Stizer
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get 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
> >
> >
> >
> >
>


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