Re: [amibroker] Low level backtest for rotational mode

[Mark H]

Tomasz:   Thanks. All signals under rotational mode have type 0, and the script has to enter and exit trades based on PosScore. Is my understanding correct?   Another question: How many of these signals are kept (to save memory etc)? Based on the document: (2*MaxOpenPositons) for signals with PosScore > 0; (2*MaxOpenPositons) for signals with PosScore < 0; Unlimited for signals with PosScore == 0; (since they are exit signals)   However, based on my own testing, not all signals with PosScore==0 are kept. The number kept seems to be related to "WorstRankHeld". I have to keep the "WorstRankHeld" very big to avoid missing exit signals, but that greatly slow down the backtesting (from a few minutes to more than half an hour). I use "WorstRankHeld"==5000 for a 5000 stock portfolio. Please advice how to make it more efficient,   Thanks,   - Mark   ----- Original Message ----- From: Tomasz Janeczko To: amibroker@yahoogroups.com Sent: Thursday, July 27, 2006 5:24 PM Subject: Re: [amibroker] Low level backtest for rotational mode Hello,   Yes it does and there is special type of signal : rank signal, it has Type = 0. http://www.amibroker.com/guide/a_custombacktest.html   PositionScore > 0 means long PositionScore < 0 means short PositionScore == 0 means exit Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: Mark H To: [EMAIL PROTECTED]ps.com Sent: Thursday, July 27, 2006 10:53 PM Subject: [amibroker] Low level backtest for rotational mode Tomasz:   In the low level backtesting, does it support rotational mode? If so, what are in the signal array and what type are the signals (Entry?Exit?Long?Scale?))?   Thanks,   - Mark   __._,_.___ 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 SPONSORED LINKS Investment management software Real estate investment software Investment property software Software support Real estate investment analysis software 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. __,_._,___