Debug entry signal

AFL Programming
#1

How does Amibroker prioritise entry signals when they exceed positions allowed?

My entry signal is triggered when one moving average is above another.

BUY = MA  > MA1;

As I understand it, this will be a TRUE or FALSE value, which is what the exploration seems to confirm.

So when there are 20+ signals and only 10 slots in MaxOpenPositions, Amibroker is somehow making a selection for me.

I need to understand why it’s working and that it is not random because the results are really good!

Thanks in advance for advice.

#2

You can assign values to the PositionScore array to set a different score for each symbol. See the explanation in the documentation here: https://www.amibroker.com/guide/h_portfolio.html

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#3

Right, I have experimented with assigning various formulas to PositionScore but none achieve as high a return as whatever default method Amibroker is using.

So the problem is how to find out what criteria Amibroker is using to prioritise entries.

#4

This link may help:

http://www.amibroker.com/kb/2015/09/28/symbol-selection-when-positionscore-is-not-defined/

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#5

Good to know that my strategy is somewhat based on what symbol can best fill the available equity. I will definitely need to improve on that method.:persevere:

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