Re: [amibroker] Why portfolio backtester does not consider all buy signals?

[emp62]

> There are other reasons such as the fact that practice shows that delayed signals are very often very poor performer so it is better to skip trade instead of entering it too late. > This may be true to many systems. But certainly not all of them. My most profitable system happens to do better with later signals. It buys dips and later signals are > more likely to > bounce back. IMO, a backtest software should be neutral to trading systems (i.e. not to prefer a particular  kind of practice)   Who says delayed signals are poor performers.  Who has studied this?  I am certain that redundant signals can be used succesfully in portfolio type systems.  So my request is again to get a simple example of how to do this on a portfolio level. There are examples on a single symbol level but on a portfolio level is what is interesting.   rgds, Ed 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  Visit your group "amibroker" on the web.    To unsubscribe from this group, send an email to:  [EMAIL PROTECTED]    Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.