Simple Question - Backtest Won't Trade All Securities?

AFL Programming
#1

This is probably a simple question and I'm missing something obvious, but when I run a backtest (doesn't matter what model I test) and hit "all symbols" under settings, with 1% of equity per trade, and 100 max position portfolio, the backtested results never go much further than the letter A, even though I see that only a few positions have been opened (ie 4 out of 100 potential) and there are trades possible (I hand checked to see).

Am I missing something? Shouldn't backtest run through each symbol until the max are opened, then move to the next date?

Thanks so much!

#2

@Krazycanuck welcome to the Forum.

Something similar was already discussed here.
If you see many "A" names, you are probably not defining the PositionScore in your code.

Without a specific clue, I imagine, it was not an easy thread to find but, in general, before posting it is always a good thing to search to see if someone else already posted a similar question and, if appropriate, continue the discussion in existing threads.

#3

Thanks so much for pointing me in the right direction and apologies for not doing a thorough search.

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