SETBACKTESTMODE
- Sets working mode of the backtester
|
Trading system toolbox
(AFL 3.0) |
| SYNTAX |
SetBacktestMode( mode ) |
| RETURNS |
NOTHING |
| FUNCTION |
Sets working mode of the backtester. A 'mode' parameter is one of the following backtest modes:
Supported backtest modes:
- backtestRegular -
regular, signal-based backtest, redundant signals are removed as shown in
this picture
- backtestRegularRaw - signal-based backtest, redundant (raw) signals are NOT removed, only one position per symbol allowed
- backtestRegularRawMulti - signal-based backtest, redundant (raw) signals are NOT removed, MULTIPLE positions per symbol will be open if BUY/SHORT signal is "true" for more than one bar and there are free funds, Sell/Cover exit all open positions on given symbol, Scale-In/Out work on all open positions of given symbol at once.
- backtestRotational - rotational trading system see this.
|
| EXAMPLE |
// default, as in 4.90,
regular, signal-based backtest, redundant signals are removed
SetBacktestMode( backtestRegular
);
// signal-based backtest, redundant (raw) signals
are NOT removed, only one position per symbol allowed
SetBacktestMode( backtestRegularRaw
);
// signal-based backtest, redundant (raw) signals
are NOT removed,
// MULTIPLE positions per symbol will be open if BUY/SHORT
signal is "true" for more than one bar and there are free funds
// Sell/Cover exit all open positions on given symbol,
Scale-In/Out work on all open positions of given symbol at once.
SetBacktestMode( backtestRegularRawMulti
);
// rotational trading mode - equivalent of EnableRotationalTrading()
call
SetBacktestMode( backtestRotational
);
|
| SEE ALSO |
EnableRotationalTrading() function |
References:
The SetBacktestMode function is used in the following formulas
in AFL on-line library:
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