Hi Mike, thank you for your answers... Some more questions below.
Radek On Mon, Mar 16, 2009 at 3:13 PM, Mike <sfclimb...@yahoo.com> wrote: > 1. Use PositionScore. > http://www.amibroker.com/guide/h_portfolio.html cool but - It doesn't say how AB handles it without using PositionScore (just out of my curiosity). Unless I am correct saying that whatever comes first is taken - is my understanding correct that -----PositionScore stores a number and if there are let's say 5 buy signals but 3 MaxOpenPosition then AB takes 3 trades with 3 highes PositionScore number? ----- I can use any kind of formula to calculate PositionScore? > 2. Run a dummy optimization. Do you think that it would work if I use #include <system1.afl> for Dummy ==1 #include <system2.afl> for Dummy ==2 so I do not have to copy a and paste the systems and create new one for this dummy optimization? > > Buy = Sell = 0; > Dummy = Optimize("System", 1, 1, 2, 1); > > if (Dummy == 1) { > // Strategy 1 > Buy = ... > Sell = ... > } > if (Dummy == 2) { > // Strategy 2 > Buy = ... > Sell = ... > } > > Alternatively, just run them all one after the other, then open the Report > manager (drop list button from AA window), and sort by date column to see > their results. > > Mike > > --- In amibroker@yahoogroups.com, Radek Simcik <radek.sim...@...> wrote: >> >> Hi all, >> >> I was just wondering if anybody knows >> >> - how AB decides what trade to take in case there are let's say 5 possible >> trades but we have set up "MaxOpenPositions" to 3. >> - how to backtest two or more different systems/afl codes against each >> other >> in one go. So I can see the results on one screen. >> >> Thank you, >> >> Radek >> > >
