I downloaded 5.30 and still can't get it to work. What I do see is mutiple positions for one symbol IF there is only one signal formula for a symbol. I have three separate formulas for one symbol, which doesn't seem to work with BacktestRegularRawMulti. I scanned through the detailed log and saw multiple positions for the single formula and never more than one for the multiple formulas. Also, it was always using the second formula. I have position shrinking turned on too.
Here is what I'm saying about formulas: Symbol #1 has three separate formulas for buy and sells. Symbol #2 has one formula. Symbol #3 has one formula. Symbol #4 has one formula. Thanks. --- In [email protected], "Mike" <sfclimb...@...> wrote: > > Hi, > It's working fine for me (version 5.30 trial). Note that you may need to > allow position size shrinking for all trades to fire. Use the detailed > log option from AA Settings Report tab to see what's going on. > SetBacktestMode(backtestRegularRawMulti); > > PositionSize = -33; > Dates = DateTime(); > Buy = Dates == StrToDateTime("2010-Jan-05") || Dates == > StrToDateTime("2010-Jan-11") || Dates == StrToDateTime("2010-Jan-07"); > Sell = DateTime() == StrToDateTime("2010-Jan-15"); > Mike > --- In [email protected], "graphman27" <steve@> wrote: > > > > I developed different signals for the same symbol and want all signals > to work individually within the portfolio backtester. It ain't workin'! > I tried adding "SetBacktestMode (backtestRegularRawMulti);" to the > beginning of my code, to no avail. I have the position size set up for > -33 and three separate signals. It only seems to be pulling one signal, > because the number of trades and the CAR should be 3Xs higher than it > is. > > > > Help! > > > > Thanks, > > > > Steve. > > >
