Tomasz,
Thanks much for your extra commentary.
Re:
> What do you mean with "signal lines are present"?
> Where? In the code?
What I meant was that in these output lines:
Date : 1/9/2007
AA,3,-67.0314
AA,1,67.0314
...
AA,2,{EMPTY}
AA,4,{EMPTY}
in the last two lines shown, we see signal type 2 and 4 (sell and
cover), in addition to 1 and 3 (buy and short, in prior lines).
(This is per the Porfolio Backtester Interface Reference Guide
discussion of the Signal object:
type ( 0 - rank (rotational systems only), 1 - buy, 2 - sell, 3 -
short, 4 - cover, 5 - scale-in, 6 - scale-out ) )
I didn't understand why Signal objects with sell and cover properties
were being reported in the output at all, since Sell and Cover are set
to 0.
IOW, I wouldn't think Signal objects with sell and cover properties
would exist at all under the circumstances.
That's a fine point I'd like to get clear on, if possible.
Thanks again.
