[amibroker] Re: Equity(0), Equity(1), Equity(2), ExRem What to use when?

["balin8425" <balin8425@xxxxxxxxx>]

I think that the way Equity(1) fails to signal on the current bar is 
a bug.  


--- In amibroker@xxxxxxxxxxxxxxx, "balin8425" <balin8425@xxx> wrote:
>
> I have been trying to get a handle on this for quite a while.  
> Depending on which one I use I get different results in my 
backtests, 
> scans and explorations. Portfolio trading. 
> 
> Equity(0) gives me a correct backtest, but my explorations (for 
> trading signals with PositionScore) don't filter out the redundant 
> signals.
> 
> Equity(1) in explorations filters out the redundant signals but 
never 
> shows a signal for the final day - useless for trading.
> 
> Equity(2) ? I'm not sure what is happening.  Needs more study.
> 
> ExRem changes the backtest slightly on some days and I haven't 
> figured out why it rejects certain signals which had higher 
position 
> scores.
> 
> I would like my backtests to match my explorations for signals.  
I'm 
> using a 1 delay for buys, which I know is a problem for Equity(1).  
> I've read the manual multiple times and searched the list.  Is 
there 
> a best way to approach this?
> 
> I've use status action in order to use different of the above 
> functions in the backtester and the exploration but it seems overly 
> complex.  As does using ref(buy,-1) to deal with delays, which 
seems 
> also kludgy to me.
> 
> thanks for any clarification
> Balin
>




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