I would like to collect total data from all trades (i.e. results of all buys and sells) in the watchlist for each optimization? When I run Optimize currently on the R1000 the total trades in the output is less than 100. When I run a single security backtest on the same list I get thousands of trades. I've done some web surfing and reading help files on this and I'm coming up blank.
Any assistance you can offer would be much appreciated.
-PK
Read the manual, your formula is missing position sizing, you put everything in single trade and can't open more simulataneous positions.
https://www.amibroker.com/guide/h_portfolio.html
Thanks, Tomasz.
So I read the link above and have a follow-up question. My goal with this optimization is not to determine a workable portfolio strategy, just to see how the various input values effect stats across a large basket of stocks. I thought I could do that with an individual test of some kind across a large watchlist but it appears not.
Should I then run a portfolio test with a large number of positions (500 or 1000) and the Russell 1000 components to get the info I'm looking for and focus on trade level data not portfolio stats?
Many thanks for your assistance!
Yes, one possibility is to run portfolio test with large number of positions.
The other possibility is to run INDIVIDUAL optimization (such option is available form drop down menu). This will do all optimizations separately for every symbol.
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