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Is there a way in AB to backtest an entry rule purely for its
reliability across all stocks in one's database, without cranking the
starting equity to a gigantic number, the open trades to a large
number, and the position size to a tiny number? Basically I want back
testing of all symbols for all bars taking all signals, while ignoring
any equity calculations, combined with the simple n-bar stop that AB
provides. Thanks,
kw
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