I use the same .AFL file to Filter instruments in both the Explore and the Portfolio Back Test routines. In the Explore run I get the desired outcome (the elimination of stocks with liquidity less than 300K and no over-the-counter). In the Back Test though the outcome is the opposite, the stocks traded have a smaller liquidity or are over the counter.
I was hoping that someone could explain their usage or work flow of filtering stocks and then transferring that grouping to the Back Test. Do I need to create a watchlist after the exploration? Could I have a setting wrong? Here is my filter code: Liquidity = Close * Volume; Last3 = StrRight(Name(),3); // Filters Over-the-Counter '.OB' Filter = Last3 != ".OB" AND Liquidity > 300000; Any help would be appreciated, -WILLIAM
