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What's the procedure to get buy & sell signals in AmibrokerThere are a few ways, the first is using the Backtest "Detail Log" to generate a report. The other way is to use the "Exploration Analysis" to generate an alternative report. the "Detail Log" is a portfolio manager whereas the exploration analysis simply displays all the raw signals.Which method should I use?I prefer using the "exploration analysis" as the raw signal can be manipulated within the strategy to display other trade information. Using the "Detail Log" of a backtest report doesn't allow "user" intervention.Trade Signals If you prefer to generate buy & sell using the backtest report the analysis settings should have the "Detail Log" radio button selected. The "Portfolio" analysis setting should have "Add artificial future bar" ticked to allow you to see tomorrow's trades.[ATTACH=full]132434[/ATTACH]This is the report style when the "Detail Log" is selected The example below displays the backtest signals of the portfolio manager. The date selection is critical to the signals being displayed. As the report is for a 10 position strategy - the report will only show the buy & sell signals to this PositionSize.[ATTACH=full]132435[/ATTACH]Skate.
What's the procedure to get buy & sell signals in Amibroker
There are a few ways, the first is using the Backtest "Detail Log" to generate a report. The other way is to use the "Exploration Analysis" to generate an alternative report. the "Detail Log" is a portfolio manager whereas the exploration analysis simply displays all the raw signals.
Which method should I use?
I prefer using the "exploration analysis" as the raw signal can be manipulated within the strategy to display other trade information. Using the "Detail Log" of a backtest report doesn't allow "user" intervention.
Trade Signals
If you prefer to generate buy & sell using the backtest report the analysis settings should have the "Detail Log" radio button selected. The "Portfolio" analysis setting should have "Add artificial future bar" ticked to allow you to see tomorrow's trades.
[ATTACH=full]132434[/ATTACH]
This is the report style when the "Detail Log" is selected
The example below displays the backtest signals of the portfolio manager. The date selection is critical to the signals being displayed. As the report is for a 10 position strategy - the report will only show the buy & sell signals to this PositionSize.
[ATTACH=full]132435[/ATTACH]
Skate.
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