I, too, am interested in responses to these questions. I am trying to read everything I can find on the custom backtester (Help file has a bunch and the UKB has an excellent and long entry....both maybe will get me going on this tool. But I am initially not interested in the "trading" aspects of the backtester (which is of course its main purpose) but rather the sorting and ranking and multipass features it has for some complex explorations, as described in other messages in this thread. I am still unclear whether the custom backtester can be used in this way or not.
Ken -----Original Message----- From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of progster01 Sent: Saturday, May 10, 2008 6:45 AM To: [email protected] Subject: [amibroker] Re: Greybeard Topic - Sorting and Ranking Arrays Experimenting with the code given above in this thread, I changed the output to include the signal type, and altered the signal setup like so (these are the altered lines only): // experiment - produces 4 signals per symbol (types 1,2,3,4) // Short signal (type3) has PosScore negative of Long signal (type1) Buy=1; Sell=0; Short = 1; Cover = 0; SetBacktestMode( backtestRegularRawMulti ); Line = sig.Symbol + "," + sig.Type + "," + sig.PosScore + "\n"; The output produced was like this: Date : 1/9/2007 AA,3,-67.0314 AA,1,67.0314 ... AA,2,{EMPTY} AA,4,{EMPTY} etc. for other dates and symbols. In the interest of understanding the custom backtest processing better, I have several questions. 1. Sig.PosScore is reported with opposite sign for Buy and Short signals, but there is only one formula in the code for PositionScore. What is the explanation for this behavior, and is it documented anywhere? 2. Since Sell and Cover are set to 0, why are Sell and Cover signal lines present? 3. Why does sig.PosScore come up empty for Sell and Cover signals? Thanks to anyone who's got the experience with this to provide comments ... ------------------------------------ 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/ For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links No virus found in this incoming message. Checked by AVG. Version: 8.0.100 / Virus Database: 269.23.14/1425 - Release Date: 5/9/2008 12:38 PM
