Without a code sample, it's hard to understand what you are saying. But, bottom line is that you must have a single Buy statement which includes all the logic of all the formulas.
e.g. Strategy1_Buy = ... Strategy2_Buy = ... Buy = Strategy1_Buy OR Strategy2_Buy; // Correct You cannot have multiple Buy statements, if that is what you are doing. e.g. Buy = ... Buy = ... // Wrong When using multiple Buy assignments, you are clobbering whatever Buy used to hold and the last assignment will be the *only* logic that is applied. Mike --- In [email protected], "graphman27" <st...@...> wrote: > > 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" <sfclimbers@> 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. > > > > > >
