Reading December 23, 2014 Using multiple watchlists as a filter in the Analysis are two methods to limit symbols back tested. This knowledgebase article indicates the results should be the same. I understand that using ‘Apply to’ limits the test processing to only the symbols in the watchlist while using InWatchListName filters after All Symbols are processed (slower).
I created a watchlist named aWL.
I back tested my code using the ‘Apply to’ Filter, selecting aWL.
I also back tested with InWatchListName in my code using,
aWL = InWatchListName( "aWL" );
Buy = buySig and aWL;
To be clear, I comment out the watchlist code when using the ‘Apply to’ Filter, and use All Symbols with the code. All data is historical from Yahoo via AmiQuote, daily bars.
I compared reports and it appears the entry price is different using the two different methods.
What am I missing??