Hello,
I've noticed using mid-level CBT that when I set the position size to zero for
the signal in question (the reason for setting it to zero is slightly
complicated & not that important here - some data needed for a subsequent
calculation is {empty}), the trade is marked as "rejected" in AA's results list
(which is perfectly ok).
What is not "perfectly ok" is the fact that the backtester rejects the
following signals at the same bar as well (there's enough cash available and
position size is > 0).
How can I prevent this?