Hi Howard, it does work if I run my tests on a smaller number of symbols. e.g. 30 seems to work ok. I have been unable to come up with any rotational system that works on a large number of symbols. (say 500) Even the sample "ExampleRotational" does not work. Has anyone?
Craig On Mon, Aug 31, 2009 at 3:27 AM, Howard B <[email protected]> wrote: > > > Hi Craig -- > > You can have 100 issues in a watchlist and run a rotational trading system > using it. > > My experience is that rotation works best when the number of issues in the > watchlist that are eligible for rotation is ten or fewer. If you are > working with 100, you might want to create several systems and have each > work with a different watchlist. > > To solve the problem you are having, try creating a watchlist with just a > few issues, then see if you are still getting entry and exit on the same > bar. If so, look at AA's settings to see if everything makes sense. > > Thanks, > Howard > > > > On Wed, Aug 26, 2009 at 3:09 PM, craigbroadbear <[email protected]>wrote: > >> >> >> Problem is with too many symbols in backtest (e.g. 100) then each trade is >> in and out at the same time with zero profit. >> >> Can anyone shed some light on this? >> >> What is the maximum limit? >> >> Craig >> >> > > -- Broadgun Software www.pdfmachine.com www.museum-email-archive.com
