You should use the same filter in your buy/sell rules. Something like: Buy = BuyCond AND Filter ;
--- In [email protected], "william.schram" <williamsch...@...> wrote: > > 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 >
