Hello, > Does this mean that in all the profit results of backtest, only the > first buy signal is used?
imagine the timeseries made of buy (1) and 'do nothing' (0) signals for a given stock, when there are several consecutive buy signals, only the first is taken into account. > I hope I am reading this wrong because > many buy signals could happen on that same day and produce a lot of > losers on that same day. When several stocks have buy signals on the same day, positionscore is used to decide in which order they will be treated (depending on the max number of open positions, not all long positions may be taken), Hope this help, Nicolas > --- In [email protected], "Mark H" <amibroker@> wrote: > > > > Because if you have more than one buy signals in a row, only the > first one is kept, the rest are removed in backtest. > > But in scan, you still see all those signals. > > > > ----- Original Message ----- > > From: thecoolestdude1369 > > To: [email protected] > > Sent: Tuesday, November 07, 2006 9:36 PM > > Subject: [amibroker] anyone know why.... > > > > > > my scan results would be different than my backtest results when > the > > buy criteria is the same. > > > > thx > > joe > > >
