Re: [amibroker] Re: Guidance request for combined ranking of Momentum, Volatility and Correlation

Coolman 02.21

That procedure does not interfere with signal a position size calculations - it just writes the equity array to a composite symbol.

It does not distort the results.

On 6/12/2016 10:11 PM, malierta@yahoo.com [amibroker] wrote:

I am trying to build an AddToComposite symbol of the Equity line of this great rotational system, but when I add the standard procedure at the end of the code, which is
SetCustomBacktestProc("");  if( Status("action") == actionPortfolio )  {   bo = GetBacktesterObject();   bo.Backtest();   AddToComposite( bo.EquityArray,                    "~~~FAA", "X",                    atcFlagDeleteValues | atcFlagEnableInPortfolio );  }
When I add this procedure to the original rotational backtesting at the beginning of the code

SetBacktestMode( backtestRotational );

then the backtesting results get distorted and the rotational system breaks down . I do not know how to armonize both.

Thanks

__._,_.___

Posted by: Aron Pipa <aron@myafl.com>

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