I have been trying to get a handle on this for quite a while. Depending on which one I use I get different results in my backtests, scans and explorations. Portfolio trading.
Equity(0) gives me a correct backtest, but my explorations (for trading signals with PositionScore) don't filter out the redundant signals. Equity(1) in explorations filters out the redundant signals but never shows a signal for the final day - useless for trading. Equity(2) ? I'm not sure what is happening. Needs more study. ExRem changes the backtest slightly on some days and I haven't figured out why it rejects certain signals which had higher position scores. I would like my backtests to match my explorations for signals. I'm using a 1 delay for buys, which I know is a problem for Equity(1). I've read the manual multiple times and searched the list. Is there a best way to approach this? I've use status action in order to use different of the above functions in the backtester and the exploration but it seems overly complex. As does using ref(buy,-1) to deal with delays, which seems also kludgy to me. thanks for any clarification Balin
