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Beautiful job, Tomasz. Thanks much as always.
Best,
Bill
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
>
> Hello,
>
> Since previous post has been deformatted by YahooGroups, I have
prepared a gif that shows the same and it is included now
> so formatting should be correct no matter what.
> The picture is also available on AmiBroker web site:
> http://www.amibroker.com/gifs/bt_regular.gif
>
>
> The following table shows how raw signals are converted to
potential trades and how those potential trades are choosen according
to
> highest positionscore in regular portfolio backtest.
>
> Note:
> 1. numbers in parentheses mean the position score at entry signal
> 2. the table assumes "max open positions" = 2
> 3. trade is picked or skipped (according to score). skipped trades
are marked in grey color. Only trades that are left colorized are
actually taken.
>
> I hope this table explains everything.
>
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
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