How will the updated signal scores be processed? Aren't, the signals already sorted by score upon entry to the custom backtester?
--- In [email protected], "Mike" <[EMAIL PROTECTED]> wrote: > > Have a look at the file "AmiBroker Custom Backtester Interface.pdf > " posted by gp_sydney in the Files section of this group. > > Within your own custom backtest code, you can iterate through your > open positions on a bar by bar basis. Gather the necessary > statistics, then iterate through the signals for that bar and adjust > the positon score property as needed. > > Mike > > --- In [email protected], "olivier_molongo" > <olivier_molongo@> wrote: > > > > Hello, > > > > How can I get "total net position value" in backtester? > > > > My system gives buy and sell signal with positionScore but I would > like > > to backtest a market neutral system. One idea I have is to adjust > > position score to favor long trades when I am net short and short > > trades when I am net long. > > > > But how can I get the net position in AB? which is the sum of > position > > value of open trades. > > > > Regards, > > Olivier > > >
