Just be aware that if you have code that causes multiple signals, they will ALL be taken.
For example; Given a price history of 4, 5, 6, 5, 6, ... and a rule like Buy = C > Ref(C, -1); You will get a buy at the first 5, AND both 6, resulting in 3 simultaneous long positions, unless you have a sell in there to sell before the other buys are filled. Basically, any inequality operation can cause many many signals (e.g. >, >=, <, <=) as could many of the functions like Flip, etc. Single event functions like Cross will not be a problem. Otherwise, pay very close attention to your code. You may need to cancel out a whole lot of unintended signals! Mike --- In [email protected], "ozzyapeman" <[EMAIL PROTECTED]> wrote: > > Hey Mike, thanks again. Your link pointed me to the right direction. > It was easy. If anyone is as crazy as me to bother with hedges, just > use this: > > // signal-based backtest, redundant (raw) signals are NOT removed, > // MULTIPLE positions per symbol will be open if BUY/SHORT signal is > //"true" for more than one bar and there are free funds > // Sell/Cover exit all open positions on given symbol, Scale-In/Out > work on all open positions of given symbol at once. > > SetBacktestMode( backtestRegularRawMulti ); >
