--- In [email protected], "Paul Ho" <paul.t...@...> wrote: > > my suggestion does not require any cbt it invlves writing a functions using > afl loops. so if know how to write for loops then u can create this solution > > >
Hi Paul, I'm always for as simple as possible solutions, but I strongly doubt this can be currently done without the use of the CBT. Just one reason: if all systems give a signal on the same bar/day, I'd expect the backtesting to trade them all (given there's enough funds and according to the posizion sizing rules) and not to use "PositionScore". That - I guess - is the better proxy of what would have happened in real time. As far as I know (please correct me if I'm wrong), standard AFL only allows for one entry trade for every bar.
