I think that the way Equity(1) fails to signal on the current bar is a bug.
--- In [email protected], "balin8425" <[EMAIL PROTECTED]> wrote: > > 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 >
