ozzyapeman, > It was easy.
As Mike says, there might be some alligators in that swamp and it might not turn out to be so easy or straightforward afterall. There is another possibility that I have discussed before but I only have it at the theoretical stage. In the topic "Inline Backtester" I posted some code that plots the trade series (as GrowthFactor) and the equity curve for a single stock. Note - it only allows one trade to be entered at a time and it is independent of Money Management (it compounds equity starting with the intial equity). IMO this is the preferable 'settings' for what you want to do but that comes down to individual choice. It is also independent from the equity() function so it isn't necessary to stick to the backtester reserved variables e.g. you could test more than one system at a time using several buy/sell rules. I am not certain about it but I think you could: step1 - use buy1, sell 1 and produce the long trade series/equity curve for symbol "A' step 2 - use Foreign with sell2,buy2 and produce the short trade series/equity curve for symbol 'B' step 3 - multiply arrayA trade series * arrayB trade series to get the combined (portfolio) trade series/equity curve Then you could plot the three curves as an indicator. (symbol A and symbol B could be a non-correlated pair). You could also calculate other metrics (equity curve or others) from those arrays. brian_z --- 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 ); >
