Has anyone encountered this problem while backtesting a portfolio of stocks?
the only box I have checked in the General Settings on the GENERAL TAB is Allow Position Size Shrinking This particular strategy will open a trade during the trading day and exit it the very next bar's open price. So that means really after the open I will have 100% of my account available for trades. But what I have found is that if one day I will open a position in stock A and the next bar will exit at the open and the same day I exit stock A i get another buy signal for the same stock. This 2nd signal is not taken by the backtester. All trades are open for 2 bars. However, when i check Allow same bar exit and Activate Stops Immediately and backtest again. It will take all trades but if the stock was closed out on the open and then got another buy signal the very next day then it will exit on the entry day's open as opposed to the next bar's open. Most stocks are open for 2 Bars however the the ones described in this paragraph are only open for 1 bar. Does anyone know if Amibroker simply can't do this or is there something that I am missing here? Eric ------------------------ 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/
