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Happy New year all, I have just purchased AB 4.5 and is playing with
the backtesting
1. My question is regarding the portfolio testing and scanning
functionality
I am testing a particular setup where are more signals than my
portfolio can afford to buy
I know the portfolio backtest will stick to its position sizing
rule, would the scanning functionality know about
this as well especially when I am using scan to add save my equity
to a composite security. I notice the equity has a number of flags
which seems to do the trick, but not sure if it works in scan or
backtest !!
2. what happen if i randomise (using random()) the selection
process? does it mean my equity during a scan would not reflect the
same instance portfolio being bact tested?
3. Now if I instead of adding equity to the composite, I want to use
addtocomposite() to record the bollinger bandwidth for the security
concerned every time a buy has taken place, would that still work?
4. Does addtocomposite()only work in Scan?
Thank in advance,
/Paul.
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