Not sure if this can be done or not for backtesting purposes.... Wondering if there's a way to limit Buy signals only to specific time when positionscore actually "selects" best candidates for "Buy" purposes.
Problem I have with my current code is that if ticker has consecutive bars that qualify and backtester selects Bar 1 (best position score) then stop/ext levels are also calculated with reference to Bars 2 and 3 as well which can end up closing the trade when in fact the only relevent Buy was on the 1st bar where positionscore was highest of group. All stop exit levels generated after this point just confuse the results. Only way I can see is to replace position score with additional Buy criteria where positionscore = max of group. Hope I'm making sense here. As always any suggestions greatly appreciated. Best Regards, Dean H. ------------------------ Yahoo! Groups Sponsor --------------------~--> Try Online Currency Trading with GFT. Free 50K Demo. Trade 24 Hours. Commission-Free. http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM --------------------------------------------------------------------~-> 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 other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
